You're not talking about trudging through 24" of snow, for several miles, in suede shoes. You're talking about walking for a couple of minutes, relatively shortly after the snow has begun falling, in leather shoes. There is absolutely no reason to blow this up in your mind into an actual problem.
Admittedly, salt - far more than a little moisture - can be hard on shoes. So on the off chance that you have salt stains on the shoes, clean them off with a 1:1 mixture of white distilled vinegar to water. (Or use some product specifically marketed to remove salt stains from shoes. It'll likely be a 1:1 mixture of white distilled vinegar to water, but may have some token "leather conditioning" ingredient added, so you'll feel justified in paying 10x as much for it as for the equivalent quantity of distilled white vinegar and water.) But if it's just started snowing, and you're walking only a very short distance, chances are your shoes will not wind up with any stains due to road salt.