The answer is..... Yes!!! Get out there and play! It will not hurt your Nylon whip at all to use it in the snow. I wipe my whips down with a towel when I come in but thats totally optional.
As most of you know, I live in the desert. We are lucky to have lots of sunshine and warm weather most of the time. Sometimes it snows but it almost never "sticks".
Last night we had a big storm come through and dump snow on us. It is really magical and amazing. I had to go out and play in it.