Most Spanish-speaking countries aren't known for the winter sports, even though some of the world's best skiing, even if less developed than elsewhere, can be found in some of them. As a result, many of the Spanish words for winter sports have been imported, so if you're ever skiing in the Andes of South America or in the Pyrenees of Spain, don't be surprised to hear statements or phrases like "hacemos snowboard" and "el halfpipe."
Such linguistic adaptations shouldn't be surprising. After all, English words such as "ski" and "slalom" come from Norwegian. Importing from other languages is one of the most common ways for a languages to grow, and Spanish is no exception.
Pronunciation of imported words generally more or less follows that of the originating language with some variations. For example, the h of hockey may not be silent, and the word may end up sounding something like the English "hokey."
Here are the Spanish words for some of the most common winter and snow sports such as those you would find at the Winter Olympics: