A cold frame is not heated and is really just a glass enclosure too small for you to walk into.

They are often built right against the side of a house, for upright ones, but you can also simply build boxes in your yard with glass or plastic tops.

http://www.google.com/search?sourcei...d+a+cold+frame

They are most often used for seed starting or for getting non-hardy plants an earlier start. Not so much for extending things in the Fall since the plants are larger then and cold frames are usually small.