Yes, but again, we've never seen Will or Brad express any interest in it.
I'm sure JP and Stefan probably would be into skiing especially given how popular the sport was during the 1950's-1960's but they don't really drive the story anymore, so we don't see them skiing even if they do actually do it. The only ice-centered sport we've seen any narrator express interest in was hockey with Matt/Wade/Gathan, and figure skating with JJ.
I mean, it's entirely possible Stefan had skiing cabins built in the land he brought in Wyoming in 1998, but we don't really know. Mainly because Mark is probably not interested in snowboarding or skiing, so he doesn't really have the characters do it, either. LOL