Isn't it slippery? yes

Do you ride on the road? absolutely, it's the law

Isn't is slushy and hard to pedal through snow? sometimes

Don't cars slide into you breaking every bone in your body in a cold, wet tragedy? not generally but it could happen

Could somebody explain to me how this works? Just get on you appropriately equipped bike, wearing appropriate clothing for the weather and ride. There's a whole winter commtuing sub-forum that will provide all the detail and answers you need.