It's possible, but it's still more difficult and dangerous. I have cycled in Finland in the snow, and it is objectively worse than in the dry or wet (albeit better than it is here in the UK).
For example, cycling across parks or crossing between lanes, there's usually the odd snow drift or edge between the ploughed lanes. If you're not careful, you can lose traction going across those or even it can be frozen solid and you can hit it like a kerb. Then when it's just starting to get cold, before the streets are being gritted, you're much more vulnerable to black ice patches.
Even on a well ploughed, gritted surface, the grip is still nowhere near comparable to the rain. As a bonus, the grit is really harsh on your bike's drivetrain, so you have to wash your bike thoroughly every time you ride.
I don't know how many times I have been linked this video, but it is several, and I imagine almost all of them have never actually cycled in Finland during the winter. But I have, for many years, and I can tell you that it does in fact suck!
If the cycle paths are not plowed, you basically have no forward momentum, and even if you manage to cycle in it, your bike will refuse to go straight, especially when the snow is wet. And if they're plowed, they're still slippery to a point that wet asphalt could never be. Ever had to hard stop a bicycle on the snow because a car pulled in front of you? Not fun.
If you have proper snow you won't get wet as the snow won't melt.