In Chapter 9, you need to rebuild the snowman by locating the "torso" and attaching the head, twig hands and a woolly hat to it. It's easiest to do at the end of the chapter after you have opened the treasure, since you have access to all areas.
It's easier to show the locations than to explain them (especially how to get the hat) so here's a video guide. Credit to Onslaught o.