When needing to set up a belay in just snow
you can either plant your
ice axe into the snow an tie the rope to the
ice axe. If this is not feasable then you might have
to make a snow bollard. It is a tear shaped trench
dug in the snow with the broad end of the tear drop
facing away from the direction of force on the rope.
You lassoo the snow bollard with the rope and hope
that the bollard is deep and wide enough
that the snow will take the weight being placed on it.