This article is from the Final-Fantasy and other Square Soft Games FAQ, by email@example.com (Nick Zitzmann) with numerous contributions by others.
After you encounter Elena and the Shinra guards, the town's entrance
will be blocked. So, there must be another way out... Go to the house
where there is a child in the back room. Talk to him and his pet will
move out of the way, allowing you to take his snowboard. Exit, and enter
the house by the snowman. Examine the map on the wall of the inner room
and take it. Finally, go out to the forest and talk to the man near the
trees. He will let you snowboard out of the town.