Actually better off with opaque plastic, glass lets in the sun, which heats up the cold frame, which you don't want to happen. An opaque wall or 2 and top will let in enough light to satisfy most evergreens that are basically frozen. They are basically for blocking sun and wind. Open it up from time to time and put snow in/on all your pots.
Word to the wise, when filling up your cold fram avoid the temptation to pile smaller pots inside bigger ones, the snow/water doesn't make it to the second pot, and the roots in those areas suffer, as in my case die. Lost 2 this year, 1 of which was really coming along.
Don't forget a box of decon, if you want twigs and bark on your trees when you bring them out in the spring.
The other thing you can do is burry the pots in the ground next to the house of garage etc. and mulch up around the tree, with a wind break around the trees.