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Thermal agitation is caused from the friction btwn particles, thus more energy etc etc....However in a cold environment you might need to go the Hydro route to use the natural resources of the environment. And if your'e in an environment that doesn't have water, then wind turbines is what you get, up until now anyway. Dry Ice might be another source of cold energy.

Cold is just the word we use to describe something with less heat. There is no difference in type of energy. It's like saying high or low.

Anything with any amount of heat (above absolute zero which is -273C) radiates a little bit of EM radiation, usually long wave infrared (this is how thermal cameras work). Theroretically you could convert thus radiated energy into work, but I don't know of any efficebt way to do that.

You could also (theoretically) take a little bit of energy from each atom, one at a time as they bounce around due to their thermal energy, but because this movement is essentially random, it is unlikely to be workable.

The typical method of extracting useful energy from a heat source is to use it to expand a gas to push a piston, which you then need a way to cool down that gas again, or replace it. Essentially you are only moveing thermal energy from one place to another.

Look up thermocouple effect some time and see how you can generate electricity from a heat source as long as you have a cold "sink" to absorb the heat.

Or look up endothermic reactions which are reactions that require the addition of heat. Resulting in cold.