Montreux definitely is not a ski or snowboard town. It’s a family town and where older people live. Skiing or Snowboarding is a dumb idea in October in Switzerland as there isn’t much snow anywhere yet. The only place you would find snow is on a glacier.

I’d guess via train, the easiest place to go to is Leysin. But you certainly won’t find snow there in October.

Your best luck would be either at Glacier 3000/Les Diablerets or Zermatt.

Glacier 3000 is closer but it’s flat.

Zermatt is 1.5 hours train ride from Montreux.

There’s plenty of great hiking above Montreux though…

Maybe other’s can lead you further but that’s what I know of.