E120 CREW EXPERIENCES NIL BRAKING AFTER LNDG AT AZO.

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UPON TOUCHDOWN AT AZO RWY 35 FOUND BRAKING ACTION TO BE NIL. I WAS AWARE THAT THERE WAS SNOW; BUT HAVE LANDED IN AND WITH SNOW MANY TIMES. THERE WAS NO WARNING FROM THE TWR AS TO ANY BRAKING ACTION ADVISORIES NOR WAS THERE ANY INFO ON MY DISPATCH RELEASE TO WARN OF A POSSIBLY SLICK RWY. THE ACFT SETTLED ONTO THE RWY. I VERY QUICKLY REALIZED THAT THE BRAKES DID NOTHING (HAD NO EFFECT). THERE WAS A XWIND FROM THE R AT APPROX 10-12 KTS GUSTING TO 18 KTS. THE AIRPLANE WENT TO L AND THE NOSE WANTED TO WXVANE INTO THE WIND. I MANAGED TO KEEP THE ACFT ON THE RWY AND WHEN WE FINALLY CAME TO A STOP IT WAS VERY DIFFICULT TO FIND A TXWY DUE TO THE AMOUNT OF SNOW. AZO TWR GAVE ME NO CLUE AS TO HOW POOR (NIL) THE RWY SURFACE WAS. I WAS TO TURN THE ACFT AND FLY BACK; WHICH I REFUSED TO DO BECAUSE THE SINGLE SNOW PLOW AT AZO COULD NOT KEEP AHEAD OF SNOW ACCUMULATION. THIS WAS IN MY JUDGEMENT A VERY UNSAFE SIT. I SHOULD HAVE BEEN WARNED ABOUT THE NIL BRAKING ACTION. UPON CONTACT WITH AZO TWR; I CALLED THE BRAKING ACTION NIL TO CLOSE THE ARPT TO ANY OTHER UNSUSPECTING CREWS.