Though there are snowfield battles in the World of Balance, they happen before Mog joins, so the Snowman Jazz can only be learned in the World of Ruin. You'll have to head up to the Narshe Snow Maze to do so.
The most common Snowman Jazz move, Snowball, cuts enemies' HP in half but is resisted by many Monsters. Surge is more useful and deals Ice-Elemental damage. The rare SnareAbility instantly Wounds an enemy but is also well-resisted. Ice Rabbit is a moderately powerful healing Ability, though far too rare to rely on.