If you're in your vehicle you should stay in your vehicle during a blizzard unless there's other dangers.
Stay in your vehicle so that rescue workers can get to you because if you venture away from your vehicle you can become lost in the blizzard and make it hard for rescue workers to find you.
And you could potentially die due to the freezing temperatures should you get lost out in the blizzard.
If you're at home you should stay inside until the blizzard has gone away and only go outside if absolutely needed.
Stock up on food and water and have an emergency heat source should power go out and your furnace not work.
Also never run a generator indoors because it can lead to carbon monoxide poisoning.