The road to the "visitor center" really just a couple of huts with offices for reservations, etc. is driveable if rough in ordinary cars, except during winter. Many winter activities, and some in other seasons, will require you to leave your car at one of the parking areas on NM SR 4 and take a Preserve shuttle to the starting point for your activity. Don't feel too skittish about doing so; this park doesn't have significant problems -- yet -- with vandalism of or theft from parked vehicles. Lock up, anyway.
If you're doing something that involves travel on foot, hiking boots are a good idea. If Nordic skiing, be braced for highly variable conditions. The Jemez Mountains are notorious for snow conditions that place perfect powder, hard ice, and milk-shake-like slush all within 100 feet of each other. Choose your equipment accordingly; this is a good place for waxless skis, as they're relatively tolerant of changing conditions.
