The first step is to place an innertube in the snow where you plan to build your cave, and then cover it with a tarp and spread it out. After that, just pile on the snow and make sure it's packed in extremely tight. Once you cover the tube, you start piling on snow to build up the edges. Then, you can start excavating the inside through multiple doors, but once the tube is out you need to seal up the other doors. Once you have a ceiling, you can start leveling the floor so you have a nice pallet to sleep on. And those are the basic instructions you need to build your own snow cave!
I had so much fun building the snow cave. My favorite part was packing the snow on top of the tube. My method of choice was to belly flop on the pile whilst making karate noises. The karate noises created a whole new experience....trust me.