.. Where is it, and how do I get in?

Getting there is easy, once Dagny tells you the cabin exists (which she does after you fix her heater) --

How do I fix Dagny's heater?

-- get the snowmobile running --

How and when do I use the snowmobile?

-- and get the key to the cabin, which Dagny told you was in Elisabet's purse.

How do I distract Elisabet?

Once you've done all that, get on the snowmobile and go. It stops at a signpost; turn left to go the cabin, forward to go to the ice caves, and back to return to Skipbrot.