When you put it in first, the brass collar locks the biggest output gear to the shaft, which is driven by the smallest input gear, so you've got a big reduction, and so on - look at the derailleur on your bike, it's the same idea.
There's a semicircular fork that slides on a rod and that rod has notches cut in it, that a ball bearing on a spring clicks into. When you put the gearbox into gear, the click you feel is it jumping into that notch.
But that notch and that pea-sized ball bearing is all that holds it in place!
So you can lift off the throttle a little so the gearbox isn't under tension, push gently on the shaft, and it'll pop into neutral.
If you start it in first gear, you can get some speed up, pop it into neutral, and then if you carefully get the right amount of revs, you can just pop it into second. I don't recommend trying this in a car you plan to keep for a long time, it wears the gearbox quite heavily, but you will be able to do this - with some horrible noises the first few times until you get used to it - and keep your starting and stopping and changing gear to a minimum all the way home, or to a garage.
So now if your clutch cable breaks, you know you can actually get out of the snowstorm and home, or at least somewhere safer.
Seriously though you'll get it figured out in no time, and while you'll probably never need it, one day you might.