You need to have a real blizzard for it to close the airport in Lithuania, or anywhere else in the North, for that matter. It is in countries less used to snowy conditions, such as UK, France or Netherlands, where any snow causes trouble.
Very cold or not very cold, depends on your definition. Usually the temperatures fluctuate around 0. This means you can have melting snow, forming ice on the pavements etc. In general, March and the first half of April are not the months I like in Lithuania because of unstable weather and grey colours after the snow has melted. May gives you a much more beautiful green city.