There always seem to be two ways to go with displaying collections (well more but mainly two). You can line them all up in some orderly fashion, in this case probably stick the statues on those squat snow humps, or you can try to create a natural looking setting and throw the collection bits around that way.
I think the natural settings look homier, but they are harder to achieve and also if you have more than a few statues to display then it's almost impossible to make them all look natural. If you mean the half pegasus and the other stats, I think there were like 5 of them or something? That shouldn't be too tough. If you have a custom house you can do the snow flooring then do a lot of snow humps around the edges, icy patches, throw around some christmas trees and then settle your statues in. For a classic home you could make the borderless goza mats out of white cloth and use those as a snowy ground. It's the last option on the misc tailoring menu.
If you want more of a regimented, displayed look then you could try doing the pedestals from the underworld with the statues on top. or stacked goza mats, etc. Separate the pedestals from each other with the snowy humps. Throw some icy patches around the front if you want. Or you can try displaying stuff on those giant snowflakes they gave us a few years back. Those things are huge, I wish they could be dyed. Would make great tabletops. Oh, and toss some mistletoe in the corners and whatnot, it's a nice accent.
