Being cold is just conductive to being infected with Common Cold, because your body is weakened by keeping up your body temperature.
As BrideofKain said; being cold won't do it; but we do always have bacteria and viruses, in our bodies. Normally your body is busily fighting infection, by keeping a rein on the bad guys, but when you are cold, then your body is busily keeping you from hypothermia, letting the bad guys run rampant in you, making you sick at their leisure.
no being cold does not give you a cold. cold and flu season is as a result of the weather being cold because when its cold people dont go out as often
Also, when the weather gets colder, the air becomes dry. This in turn dries out your nasal passages and causes cracks to form in them making a nice door for viruses to enter into.
its usually when you change temperatures really quick. Like if you sit in the heat all day, then stand out in the cold awhile. Or if the actual temperature outside changes rapidly one day to the next, like really cold one day then the next day it is 55 and raining, you will catch it. You body adjusting lowers your immune system imo