Clear the area of rocks, grass and weeds where you plan to build your cold frame. Ideally, a cold frame should be in a place that gets good sunlight throughout the day, like a southern or southeastern exposure.
Remove the sods from the area you choose and dig down into the soil 6 to 8 inches.
Lay the 2-by-4 on the soil and use a level on top to check if the ground is level before putting your blocks in place. If not, dig a small amount of soil out from under that spot to make it level and recheck.
Lay out the perimeter of the cold frame with blocks. The size of the cold frame should coincide with the size the frame of your glass window. Recheck to see that the blocks are level.
Dry stack the cement blocks one on top of the other in a brick-laying pattern, where each row is offset for added stability. Build the walls between 18 to 24 inches high out of several rows of blocks.
Plant your plants in the loosened dirt inside the cold frame, or set seedlings in pots in the frame. Add soil amendments at this stage.
Place a window in a frame or two smaller windows in frames on top of the cement block wall to make a mini-greenhouse. The window allows the light and warmth from the sun to enter the frame and the blocks insulate the interior portion against freezing. The blocks also will absorb heat on sunny days and heat the soil, helping to preserve the heat at night.