I hesitate to say it, as I'm no expert here, but I would expect to see this as "Go/I go to Zakopane for skiing powder" but would expect to see far more examples of "Go/I go to Zakopane for powder skiing/skiing on powder."
So, in that sense, if is similar to "I go to Zakopane for a walk."
You can say, "I go powder skiing" and, although I have not heard it, there is enough evidence on the web to suggest that you can say, "I go skiing powder."
Thank you again. I was thinking of ways of using this expression in a sentence. I have never gone to Zakopane for skiing powder but it must be a very exciting experience. In February, my sister is going to Whistler for skiing on powder.