You can throw snowballs at your dog as long as your dog doesn't mind and it's being done in a playful way.
My dog loves to play in the snow and loves me throwing snowballs at him and he will try to catch the snowball in his mouth.
Sometimes the snowball hits him and he seems very happy and wants me to throw more snowballs.
As long as the dog knows you're just playing and not being mean or doesn't seem uncomfortable or scared you can throw the snowballs at the dog.
Just observe your dog's reaction and if the dog seems uncomfortable or scared with the snowballs being thrown at him or her then stop immediately.
But if your dog is enjoying the snowballs it's okay to throw the snowballs like you would a ball.
Just make sure the snowballs are thrown gently at the dog and are packed lightly.
Don't throw the snowballs too hard or aim for areas like the face or other sensitive areas.
However if your dog likes to catch snowballs in their mouth you can throw it towards their face so they can catch it in their mouth.