What is a cold frame? A cold frame is a structure you can build in your garden to extend the growing season in the cold weather. It is usually built from wood or blocks. It should slope downward slightly so that water can drain off, and so that the sun can have the most exposure. Face the frame to the south so that the winter sun can have the greatest effect. Place glass or plastic on top to act as a greenhouse effect and gather the heat from the sun during the day.
What can you grow in a cold frame? There are many vegetables you can grow in a cold frame, including lettuce and salad mixes that are cold hardy and some root crops. The cold frame could also be used to harden off seedlings that were started indoors and need to be planted outdoors. By using a cold frame to harden them off, you will prevent possible damage and setbacks from stress of the new harsh environment to the seedlings. Using a cold frame might make it possible for you to grow and harvest hardy greens all winter long, depending on how harsh winter gets in the area you live.
There are many possibilities to using a cold frame, and they will last many years. To me building a cold frame to have a longer growing season is worth it to me. Here is a website with some information on how to build a cold frame.