In Game
In game you face Snow Elves as the Falmer who are very good warriors, spellcasters and archers. They sometimes have 'pet' Chaurus or Frostbite Spider, they usually poison their weapons so before facing them have some poison resistant equipment or some cure poison potions. Falmer are blind so light spells and torches won't alert them but their hearing is very acute so using a muffle spell or having muffle enchanted equipment makes you basically invisible to them.
With the Dawnguard expansion you meet Knight-Paladin Gelebor one of 2 remaining Snow Elves.
 Weapons and Armour
Falmer weapons are made from Chaurus Chitin and are very strong, early game. Their armour is not lootable except for the Falmer Helm although in the Dawnguard expansion there is Ancient Falmer Armour.
You are not able to play as a Snow Elf in the game even with Dawnguard installed.