Before you set up a coldframe in a permanent spot, dig out the top 3 or 4 inches of soil inside the frame and replace it with a layer of coarse gravel. Then put 6 inches of topsoil back. This will ensure good drainage.
You can grow coldframe plants in pots, flats, or, if you're growing just one type of plant (say, salad greens), plant right in the soil.
The key to using a coldframe successfully is paying attention to the temperature—and the trick is in keeping it cool rather than warm. The temperature inside the coldframe should stay below 75°F for summer plants and below 60°F for plants that normally grow in spring and fall. The way to keep temperatures cool inside a coldframe is to lift the lid. A good rule of thumb: When outdoor temperatures are above 40°F, prop open the lid 6 inches; when the outdoor temps clear 50°F, remove the lid. Be sure to restore the lid in late afternoon to trap the heat inside for the cool night. You can also buy automatic venting devices in some gardening catalogs.
On frigid nights, the plants inside the coldframe may need a little extra protection to keep from freezing. Most heat escapes through the glass, so pile insulation on top. You can use old blankets, straw, newspaper or whatever is handy. Snow insulates well, too, but brush heavy snow off the glass so it doesn't break.