I do not think that the poem as a whole has a figurative meaning.  It means what it says -- it means that the speaker is a very sad person.  She feels completely alone in the world.

The figurative language in the poem, in my opinion, comes in the second stanza.  Here, we see that she says that she is in a gray world.  This figuratively means that she is depressed and life feels dull to her.

She says that above her there is nothing but snow and endless space.  I think that is figurative language for the idea that she is so sad she is losing faith in God -- she thinks that there is no heaven above her to give her hope.