The snow child : a novel / Eowyn Ivey.

Enhanced descriptions from Syndetics:

In this magical debut, a couple's lives are changed forever by the arrival of a little girl, wild and secretive, on their snowy doorstep.

Alaska, 1920: a brutal place to homestead, and especially tough for recent arrivals Jack and Mabel. Childless, they are drifting apart -- he breaking under the weight of the work of the farm; she crumbling from loneliness and despair. In a moment of levity during the season's first snowfall, they build a child out of snow. The next morning the snow child is gone -- but they glimpse a young, blonde-haired girl running through the trees.

This little girl, who calls herself Faina, seems to be a child of the woods. She hunts with a red fox at her side, skims lightly across the snow, and somehow survives alone in the Alaskan wilderness. As Jack and Mabel struggle to understand this child who could have stepped from the pages of a fairy tale, they come to love her as their own daughter. But in this beautiful, violent place things are rarely as they appear, and what they eventually learn about Faina will transform all of them.