Historically, cold frames were built as part of a greenhouse's foundation brickwork along the southern wall.  This allowed seeds to germinate in the greenhouse and then easily be moved to the attached cold frame to be hardened-off before final planting outside.
 Using cold frames has the following advantages:

•     You can raise a variety of crops from seed through to maturity within the frame.

•     You can have vegetable crops ahead of their normal season.

•     You can grow a number of crops that mature in rotation for continual harvest.

•     Tender perennial flowers can be covered with portable frames during winter.

Cold beds are found in home gardens and in vegetable farming. They create micro-climates that provide several degrees of air and soil temperature insulation, as well as shelter form the wind. In cold-winter regions, these characteristics allow plants to be started earlier in spring, and survive longer into the fall and winter. They are most often used for growing seedlings that are later transplanted into open ground, but can also be a permanent home for cold-hardy vegetables grown for fall and winter harvest.

Cold frames generally require ventilation during the warmth of the day. This is done by simply propping up the unhinged side of the sloped glass roof. Since cold frames are dependent on natural heat absorbed during the day, it is important to close the roof promptly in late afternoon after there is no danger of excess temperature buildup. Watering should be done early enough in the day so that the foliage dries before nightfall or before the frame is tightly closed.

Historically, framed glass has been used for the roof of cold frames. The breaking of such glass has always posed somewhat of a safety risk, whether the breakage occurs through rough use or through stray animal encounters. Clear plastic film, or rigid transparent plastic sheeting can be used instead. Although this is likely not as permanent as using glass, it does away with any safety concerns that arise out of breaking glass during use, or having broken glass shards present after some type of incidental breakage.

Building a cold frame uses only a few materials that are readily available and inexpensive. Both of these factors keep initial construction and maintenance costs very low.
Traditional plans for cold frame construction makes use of old glass windows. A wooden frame is built, about one to two feet (30 to 60 cm) tall, and the window is placed on top, sloped towards the winter sun to capture more light and heat and improve water runoff. It is usually hinged at the higher edge for easy access.
There could be some operating costs, such as purchasing straw for extra insulation around the cold frame or for an extra layer of plastic film over the frame, especially to harbour late-season crops. The cost-conscious gardener can use stored grass clippings, tree leaves, or other light garden refuse instead.