You find where is your fuance exhaust and clean air intake(vent) by looking at the furance. There should be a pipe, pvc for hight efficent furnace, metal for middle efficent furnace leading away from furnace at upper part, it is warm or hot to touch. It is the exhause pipe. The should be a metal pipe run from side of the basement wall to a place near the furance and water heater, it is a open end pipe. You can feel cold air is coming in. It is the clean air vent, it provide the fresh air for furnace and water heater to burn.
For most high effient furnace system (newer house) the furnace and waterheater exhuase and clean air intake is at side of basement wall and usually close together. Because both exhuase are blowed out using blower motor and air intake is close by. The warm exhause usually melt the snow around that. both exhause and intake wouldn't be blocked by snow.
At other case you should check them, In case they are blocked by snow.