A sled? No. There are automated versions called snowmobiles, but the tread left by them is different- ah, imagine something like... a tank track in the center, if you are familiar with those? With the two normal sled bars to the sides. They can be used outside of the snow despite the name, but since we don't seem to have the motorized tread I don't think that's what we're looking at here...

[ ... did someone go skiiing through the forest. why are there no tracks. ]

I suppose there's always the possibility that a power was used to enchant an item into moving on its own, but that leaves us with the same problem we have every week regarding abilities.