This is a trick word: it sounds like it could be some kinky sexual position, but really it's just a funny way to trick your friends.
Trick sexual positions are not limited to this combination of words, however. Any combination of a 3 syllable word followed by a 2 syllable word will work (e.g. 1), or 4 and 2 (e.g. 2), or 4 and 1 (e.g. 3), but NEVER 3 and 3 or 4 and 3.
Guy 1: Dude, I totally gave your sister a Kentucky Snowstorm last night!
Guy 2: Yeah? Well I gave yo mama a Kentucky Snowstorm!
Guy 1: Joke's on you, asshole! There isn't such a thing as a Kentucky Snowstorm!
Guy 2: *sighs with shame*
Examples of other trick sexual positions:
When a man ejaculates into a ceiling fan, misting the girl lying below said fan.
My boyfriend ejaculated into the ceiling fan during sex last night and I was misted. I felt like I was in a Kentucky Snowstorm
u take a piece of kfc chicken jizz on it and shove it in a girls pussy
dude i just kentucky snowstormed your mom