Would they have known it was cold? That if it got warmer, it would melt into water? That it was easily malleable? That it would come from the sky like rain?
Obviously cultures in places where it snowed regularly would have a good conception of snow, but would the same have applied to someone from say, Egypt during the bronze age?
I can't speak as much to the Bronze Age, but it's worth noting that pre-Islamic (i.e. Iron Age) Arabians, just to go with the example that I'm familiar with, were both nomadic and trade oriented.
Now, I can't recall any written records of what pre-Islamic Arabians thought of snow (hardly surprising given that we barely have any written records from this era at all) but bear in mind that 1. under certain circumstances it does actually snow in Arabia. To go back to your question this is also true of Egypt. In Egypt I believe it's something like once a century, while in the northern mountainous parts of Arabia it's more common. In modern Jordan/Israel/Palestine/Syria snowfall is practically annual. 2. While there are disputes over just how much trade these peoples were engaged in, it would not have been unusual for a Pre-Islamic Arab to have travelled to a location that had snow, such as in Jordan or Syria. This is even more so for any of the Arab tribes that fought as client states of the Byzantines and Sassanians. These trade routes stretched from Yemen all the way up the peninsula to Levant.