If you have a newer high efficiency furnace, you will likely have 2 pipes coming out at the side or back of your home. One of these pipes is for exhaust. On a cold winter day, you'll see white vapour blowing out of this pipe.
The second pipe is for air intake. The furnace requires a supply of fresh air for combustion.
In London, Ontario we can see snow drifting and piling up quickly in a snow storm.
One common problem we see in the winter months, is that furnace vents get covered with snow. This can happen from drifting, or driveway shoveling. If the intake vent gets blocked by snow, the furnace will automatically shut down.
If your furnace shuts down unexpectedly during a snow storm, check to see that your furnace vents are clear of snow. Once the snow is cleared from the vents, your furnace will start up again on its' own.
If you are shoveling your driveway, or using a snow blower, make sure that you are not piling snow near the furnace vents.