Remember, imagery is any form of language that paints a picture by evoking as many of the five senses as possible. Of course, the visual sense is the one that most authors use most, but good examples of imagery will try and combine other senses to give a full, rounded description and therefore paint a vivid picture of what they are trying to represent. There are lots of examples in this great short story.
Consider the following quote:
As he turned to go on, he spat speculatively. There was a sharp, explosive crackle that startled him.
Note the sound that is described, the "sharp, explosive crackle" that enables us to imagine the sound of his spit freezing and then falling to the floor. "Crackle" is also an example of onomatopoeia, which helps evoke the crackling sound of the frozen spit smashing upon impact.
Another example is used to describe the accompanying dog:
The frozen moisture of its breathing had settled on its fur in a fine powder of frost, and especially were its jowls, muzzle, and eyelashes whitened by its crystaled breath.
Note the description of how the moisture from its breath froze and clothed the dog in "a fine powder of frost", and also note how a metaphor is used to describe the process of what is happening: "a crystaled breath". Of course, the breath literally doesn't transform into crystals, but the ice that it creates can be compared to crystals.
Consider this last example describing the intense cold:
Once in a while the thought reiterated itself that it was very cold and that he had never experienced such cold. As he walked along he rubbed his cheekbones and nose with the back of his mittened hand. He did this automatically, now and again changing hands. But rub as he would, the instant he stopped his cheekbones went numb, and the following instant the end of his nose went numb.
Note how the ferocity of the cold is conveyed through the feelings of his skin - even rubbing his face is only enough to stave off the cold until he stops, when numbness descends again.
Those are three examples - now re-read this excellent short story and try and find some more. Good luck!