Nope, it's not hard. Example, a doctor friend fill up a styrofoam cup (about a tablespoon) of liquid nitrogen (lower freezing point than CO2) and tossed it at my shirt. Besides freakin me out, I can tell you it was liquid because I felt the weight of it hit me.
It can be sprayed but you would never want to...it would run out too fast. Instead, the tanks do not use a siphon and so only cold gas is sprayed. Like big_ben said, it freezes the water in the air and creates ice on the intercooler to cool the intake temps...But anyways, back on topic----cold air is your engine's friend, especially if you have a high comp engine or a turbo or whatever.