While a shot of liquor or an applications of camphor may make you feel warmer, neither is actually providing heat. They are chemically stimulating nerve endings and "tricking" your body into dilating the peripheral blood vessels. This makes your extremities feel warmer, but it also means that you are cooling your core faster than you would without the liquor or camphor. If you are popping in and out of a warm house to shovel snow, this is probably harmless. If you are out in the cold, away from shelter for a longer period of time, then it's probably pointless, and perhaps even ill-advised. You should just be wearing suitable clothing.
I think you'll also find that applying camphor to already cold hands will be ineffective. If your hands are seriously cold, their surface circulation is probably already shut down. That means the camphor will just sit on your skin without being absorbed, until the circulation in your hands is restored by warming.