All tires should be broken in with easy driving for the first few hundred miles, however studded winter / snow tires require special care during the break-in period. Proper break-in will ensure that all of your studs stay in the tires and they stay at the proper depth.
When a tire is studded, the studs are pushed into holes much smaller than the diameter of the barrel of the stud. This requires a fair bit of force and a lubricating solution to facilitate the installation. They are inserted so that the barrel of the stud is flush with the surface of the tire and only the small pin is protruding. The force of the installation stretches the rubber slightly and the lubricating solution does not evaporate immediately. This means that the studs may be prone to moving in or out to an improper depth or even coming completely out of the tire.
It's important to drive at speeds of 30 mph or lower for the first 60 miles after installation.This will allow the rubber to grip the studs tightly and the lubricating solution to evaporate.
Whatever winter / snow tires you choose (studded or studless), a few hundred miles of relatively easy driving is recommended to allow the mold release compounds to wear off and the various internal components to begin working harmoniously. The especially gentle break-in for studded tires counts towards this normal break-in period.
For more information on what to do after installing your new snow tires, read "Breaking In New Winter Tires."