From the Super Mario Wiki
The Abominable Snowkoopa only ever appeared in The Adventures of Super Mario Bros. 3 episode "7 Continents for 7 Koopas". To wreak havoc in Antarctica, Big Mouth builds an Abominable Snowkoopa, which he zaps to life with his magic wand, and allows it to terrorize the penguins of the continent.
Later on, Luigi arrives in Antarctica, grabs Big Mouth's scepter and zaps the Abominable Snowkoopa, causing it to collapse and turn into a pile of snow, ultimately destroying it. Although the Abominable Snowkoopa is never seen again, Luigi uses the wand to enlarge some penguins, who chase after Big Mouth as a form of payback for the Abominable Snowkoopa he had unleashed on them.
Contrary to its name, the Abominable Snowkoopa looks nothing like any sort of Koopa; it more or less resembles an ordinary snowman, with a top hat, goggles, and scarf, and may simply be named as such due to the Koopas' habit of replacing or altering various words to have references to their species.