[Going on this mission with Eren made Hijikata overly ambitious. A titan can transport a whole lot of snow! But since they couldn't very well have him transform in the city to pick up and carry out some freight containers without massively scaring the locals, Hijikata instead rented a handful of smaller sleigh containers and chained them together behind their snowmobile. If the snow ends up too heavy, Eren can probably carry a few of them on the way back! Once they'll reach the watchtower, the quest givers can take over and incrementally teleport the snow into the city.]

Going by what the quest said, yeah! It's like normal snow, just more colourful... well, and it doesn't melt.

[Jean mentioned snowstorm training they had to do back home... it sure doesn't sound like they got to actually have any fun with it. In Hijikata's opinion Eren deserves as much fun as he can get, so despite his usual results-focused attitude he immediately decides that they'll schedule in some snow sculpture time once they find the special snow.]

In general, though, it always depends on the consistency. If the snow's too icy or too wet, you can't really build anything with it.