Erk - painting white is very difficult - nearly as bad as black.  It is possible, but will require a lot of patience in postwork.  Luckily, there is a cheat. ;)

First of all, you have to analyse how footprints look in the snow.  Google some scenes that contain the sort of animal that you'll be putting into your images and see how their footprints look.  Once you have an idea of that, draw the footprints onto a new layer.  Go to effects, bevel and emboss, and set them to

Inner bevel, and set the direction to down. Set the depth (this depends on your scene, as to how deep you want to make them look), apply an inner shadow (the exact settings depend on your lighting, play around until you find something you're happy with)

 

And there you should have a footprint.  Duplicate the layer and you can play around resizing and repositioning each footprint.