Winter and holiday themed stencils are available commercially from companies like Wilton and Martha Stewart Crafts and of course you could design own, but we're using some of the free, downloadable designs that we found online.
To make a stencil, you just trace the image onto card stock or a plastic container lid and cut it out with a craft knife. Then lay the stencil on top of the cookie and dust with confectioners' sugar. Depending on how the stencil is cut, the sugar part of the design may be positive or negative. In either case, it looks quite lovely on a dark chocolate or ginger cookie!