Source
Snowflake SQL API reference
To submit one or more SQL statements for execution, send a POST request to /api/v2/statements. You can specify that the statement should be executed asynchronously.
Step 2: Create the proxy service (Google Cloud API Gateway) in the console
Snowflake does not send data (HTTP POST requests) directly to a remote service. Instead, Snowflake sends the data to a proxy service that relays the data from Snowflake to the remote service (i.e. GCP Cloud Function) and back again.