For your situation, VSC should be ON. It is not a good idea to lock the center differential in snow because it does not provide any additional benefit.
The only time that you would turn it off is when you're stuck in a ditch covered with snow. Then, by locking the center differential, and thus turning OFF VSC, you can power out of the ditch.
Remember, the ONLY way to turn OFF VSC is by locking the center differential. I do NOT recommend doing this, unless you're off-roading or stuck in a ditch.
Hope this helps.