The Dubai Airport site provides a basic starting point:
http://www.dubaiairport.com/dia/english/home/
The drop down menu theoretically shows all of the destinations with direct flights but there seem to be a lot of places in the list (particularly in the UK, for some strange reason) where you certainly wouldn't be able to book a scheduled flight to or from! (Biggn Hill? Brize Norton? Kidlington?)
It might be better to take a look at the drop down menu which lists the airlines using the airport. There aren't that many which you would expect to have flights serving European ski resorts. (Even that list seems rather 'exaggerated'. For example, it includes Transavia but Dubai isn't mentioned on the Transavia website).
If you don't mind straying just outside the boundaries of Europe, a possible ski resort might be Gudauri. (Georgian Airways have reasonably priced flights from Dubai to Tbilisi). If you're interested, this link might be relevant:
http://www.tourism.gov.ge
Chris