Sublimation is how a solid becomes a gas without becoming a liquid first. It happens when the particles of a solid absorb enough energy to completely overcome the force of attraction between them. Most substances can sublimate only at low pressure. Many can sublimate in space.
Sometimes snow sublimates. This is usually on sunny winter days when the air is very dry. Snow may look like it disappears on a cold sunny day, but this is not sublimation because it forms a thin layer of liquid water first.
At normal atmospheric pressure on the surface of the Earth, only some compounds like dry ice (solid carbon dioxide) can go through this process. CO2 changes from dry ice, a solid to a gas without being a liquid. Also diamond, graphite, iodine, ammonium chloride and aluminium chloride sublime rather than melt at atmospheric pressure.