Well, to be perfectly clear, you don't necessarily need wet snow, dry snow works too for building a snowman(and other things). Though it'll take longer and you build by the handful/scoopful from the ground up. And it'll be a lot lighter than the wet one so expect it to also melt faster once the weather does get warmer so you need it to be cold enough for long enough...
I actually do prefer dry snow whenever I happen to build something in wintertime.
Edit; I just googled, and well, ok, every mention I can find seems to be you can't use powdery snow, or tell you to add water. But it's wrong, google results notwithstanding, I've build walls, towers, igloos, even a few snowmen simply by adding handful after handful of cold snow, sculpting as the whatever I'm building goes upward layer after layer. So I know its doable...