Extreme Cold Guide
Getting off on the right foot
As with any landing pause and survey the site.
If you wish to try your hand at harnessing an enclosed geothermal vent for heating then make sure to locate these early as it may influence where your first shelter goes.
You need to create shelter quickly, not only will your colonists get unhappy sleeping on the ground but they may not survive the nights. While you may have some grand scheme in mind for this biome, your first day is all about a roof and a door, anything will do, get it done by dark. If you have time to spare start hauling your resources down toward where your base will be.
First night heating without electrical power can be handled if you have wood accessible by constructing a campfire in a small room adjacent to your shelter, this way the heat leaks through the wall but doesnt cook your survivors. If you are not getting enough heat transferred through the wall then add a forbidden door into the room with the fire to increase the temperature. If you need to dismantle this room later and the fire is still lit remember to remove the roof before heading in.
If you can manage the shelter and so on with 2 then sending a hunter out with the rifle is not a bad plan. Try and bag something hairy or wooly, the corpse isnt rotting anytime soon and you will want that going forward...
Planning for success
Heat and food, its all about these two when you get right down to it. The lack of one causing lack of the other.
While the warm weather lasts (assuming you started in summer and its not already lethal out because you have a death-wish) get as much hunting done as you can. You needs furs/hides to be able to create decent winter gear. If your biome has enough swing for a mild summer then set up a summer and winter dresscode; Cowboy hats and jackets in summer, tuques and parkas in winter. You also need to start hoarding food, a freezer is a simple thing here and you can create huge larders pretty cheaply in these conditions.
You should start constructing/digging something that will hold/house your colony in a fashion you can sustain. Plan for emergencies and pay mind to backups more than usual. Storyteller stuff like solar flares can be lethal when they knock out your heating, having a few strategic campfires set up helps you through this sort of thing. Another useful trick is to fully charge a battery and then reinstall it somewhere off the power grid. (it keeps its charge) If you then get a conduit short and battery discharge and get a blackout then you can reinstall the backup battery once more and go to emergency power. Always be thinking of the temperature and containing it when designing your base and reacting to events. Compartmentalization stops breaches in the outer walls from venting the entire compound.
Set up your farms as soon as you can spare the construction effort. If you have a summer grow season then get that in and planted up somewhere outdoors as soon as possible with a fast crop. If you don't have a grow season then you can still begin farming before going to all the hassle of unlocking hydroponics provided you have dirt on your biome. Build a quick room over the dirt and place the grow zone inside, then a heater set to around 14 degrees celcius and enough standing lamps to cover the plots. (10 c is actually the threshold for growth but this covers fluctuations as the door opens). A standing lamp is no match for a sun lamp, but it draws drastically less power and the plants will still grow, just not too fast. Should be able to pop a decent crop before winter however, especially if you can find rich soil and run fast species.
As winter approaches and the first snows fall get some paths designed for any outdoor stretches that your colonists repeatedly use, these need to be flagged as snow clearance zones and someone with the Cleaning work will then come and shovel. If the journey is any considerable distance you should pave it as soon as possible, once the real cold sets in you want the few moving around to do so swiftly.
Tailoring the winter gear takes a pretty good amount of time unless you have a genius in your first 3, get it started in good time.
Other tips moving forward
(This section for anything else of note)