Cold rooms are used to store products for transport to trucks.
Each cold rooms only house specific items, you can tap a room to know what they can hold, additionally you can also upgrade cold room here.
In the case that you want to view all available cold rooms, you can tap the second icon from the top at the bottom right corner. In the central warehouse page, you can upgrade and unlock coneyors, cold rooms using Dairy points (How to earn Dairy points).