By themselves, the wheels are of no importance -- the only thing that matters is the tire that you put on them. I, too, use a dedicated set of 4 snow tires for winter.
Dedicated snow tires (real snows, with the "snowflake/mountain" symbol) are the best -- mere M+S (without the snowflake symbol) aren't as good; and all-season tires are a big disappointment when the going gets rough.

However, tire size also plays a significant role, however. For snow, you want the narrowest tire size (the exact opposite of "summer" performance tires which emphasize greater width). Tall also helps, but it's width that is far the most important size aspect.

Whereas your car originally had 185/70-14 tires, you would want to stay close to that width for now.

As for the 15x6 steel wheels, be sure they're Volvo-sized wheels, 5x108mm bolt circle. For that size, they may have come from a 700 or 900 car, so the offset is a little different (25mm instead of the 240's 20mm offset -- which is OK). And yes, save them for "plus one" upgrade in size for summer tires.

All things being equal, which they never are, you'll probably get better handling and braking from the 15" wheels with a slightly wider rim. But since your reason for getting a dedicated set of snow tires is for better "performance" (traction, braking) in winter conditons, I'd use the steelies in winter. If they use a lot of salt on the roads in your area, your alloy wheels will suffer from it unless you hose 'em off frequently in winter. I had to work to keep the Coronas unstained back in snowy CT (where winter road maintenance is brought to you by Morton Salt...).

I also wouldn't go any wider than a 195 profile for a snow tire on a 240. 195/60-15 is almost the exact overall diameter of the stock 185/70-14, so there won't be any speedo/odo correction to deal with.
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In God We Trust. Everyone else, keep your hands where I can see them.

The steelies will handle better; save 'em for summer tires. The alloys will be fine for winter wheels. In fact, the alloys would make better winter wheels anyway since aluminum won't rust, and thinner wheels bite in more on snow.
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'93 244: 'A' cam 4 deg. advanced, 25/22 sways, custom heim endlinks, fully converted to poly bushings, HD springs front, wagon springs rear.