All experience is subjective. This means that it is impossible to know for sure how a person experiences either the real 'walk in the snow', say, or an imagined one. However, fMRI scans have shown that there is a strong correlation between imagined experiences and real ones. A more experienced person than I could possibly explain the areas of the brain involved.
There are many practical ways of causing such a 'mental journey', the most obvious being hypnosis. Whether you believe hypnosis to be a seperate state of consciousness or not (my money is on it not being seperate, and research is starting to support this position), it can certainly evoke very vivid memories and a highly detailed personal subjective experience.
Other ways include guided visualisation, lucid dreaming and meditation.
For me, the most vivid internal experiences have been achieved through lucid dreaming.