Just make sure you have food, water, blankets, and a means to break your way out of the snow if your whole house gets covered, so that you don't asphyxiate.
One part of the world where they are used to this is eastern Japan. Cold air comes over from Siberia, picks up moisture over the sea of Japan, and dumps huge amounts of snow. Nowadays they have equipment to dig them out, but last year it broke down and the younger people got to find out how their ancestors had to deal with it.