First, manually extract the SMS data from Mailjet. Access your Mailjet SMS account and navigate to the "Statistics" or "SMS Logs" section. Here, you can download the data as a CSV file, which will contain the SMS records you need to transfer. Ensure you obtain all necessary fields such as recipient numbers, message content, timestamps, and delivery status.

Once you have the CSV file, examine it to ensure all data fields are correctly formatted. Make any necessary modifications, such as adjusting date formats or ensuring consistent data types (e.g., all phone numbers should be in a uniform format). Save the cleaned file, ready for uploading.

If you haven't already, create a Snowflake account. After logging in, set up a new database and warehouse. This can be done via the Snowflake web interface. Go to the "Databases" section to create a new database for your SMS data and a new warehouse that will provide the computational resources necessary to process the data.

Define a table structure in Snowflake that matches the schema of your CSV file. This can be done using the Snowflake web interface or through SQL commands. For example:
```sql
CREATE TABLE sms_data (
recipient_number STRING,
message_content STRING,
timestamp TIMESTAMP,
delivery_status STRING
);
```
Adjust column names and types according to your actual data schema.

Use the Snowflake web interface or the SnowSQL command-line tool to upload your CSV file to a Snowflake stage. A stage is a temporary storage location in Snowflake where files are stored before being loaded into a table. For example, using SnowSQL:
```shell
PUT file://path_to_your_file/sms_data.csv @%sms_data;
```

Execute a `COPY INTO` command to load the data from the stage into your target table in Snowflake. Make sure to specify any necessary file format options that match the format of your CSV file, such as field delimiter and header presence:
```sql
COPY INTO sms_data
FROM @%sms_data
FILE_FORMAT = (TYPE = 'CSV' FIELD_OPTIONALLY_ENCLOSED_BY = '"' SKIP_HEADER = 1);
```

After loading the data, run queries to verify that the data has been correctly imported into Snowflake. Check the row count, data quality, and consistency against the original CSV file. You can execute basic SQL queries to ensure the data integrity, such as:
```sql
SELECT COUNT() FROM sms_data;
```
Additionally, review a sample of the data to ensure all columns have been populated as expected.

By following these steps, you can effectively move data from Mailjet SMS to Snowflake without relying on third-party connectors or integrations.