The Cold War describes the ways of fighting between the western and the eastern countries between the 1950s and the 1990s (particularly between NATO and the countries of the Warsaw Pact and other communist countries). The fight between those two parts of the world never shaped into a direct armed conflict, but was waged through intermediary countries and spies and traitors working undercover. The Korean War, the Vietnam War and the conflicts in Afghanistan, Grenada, Chad, Angola, Cuba and of course the Middle East were aspects of the Cold War. The war was also fought by intelligence organizations like the CIA (United States), MI6 (Great Britain), Mossad (Israel), BND (West Germany), STASI (East Germany) and the KGB (USSR).
The militaries of the concerned countries were heavily involved in this war. Military agencies were involved in intellegence gathering, massive war games in "forward" areas, and the doctrine of mutually assured destruction,MAD. MAD required large numbers of troops in forward areas (for America: West Germany, Japan, Korea, for Russia: Poland, East Germany, Czechosovakia), ICBM emplacements, round-the-clock nuclear bomber flights, and nuclear-armed submarine patrols. Submarine patrols in advanced areas may have resulted in some casualties.
The civilian population (at least in America) was subject to air-raid drills (hide under your desk!) and encouraged to build personal bomb shelters in the 1950's. This level of concern faded; however, awareness of the war was a constant. Fallout shelter signs in large buildings, protests over the placement of short-range nuclear missiles in Germany, the oft-quoted nuclear doomsday clock, photographs of dead bodies in the barbed wire of the Berlin Wall, as well as American movies such as War Games, Red Dawn and The Day After kept awareness high.
Enormous defense spending by America under President Ronald Reagan is often seen as a major factor in the end of the war. The robust Western economies could absorb the expenses of programs such as the Star Wars missile defense but the Eastern bloc countries crippled themselves trying to match them. Corrupt governments and citizens' desire for greater personal freedom and greater individual wealth were also major factors in the collapse of the Soviet Union and its satellite countries.
Others argue that the Soviet Union's collapse was already inevitable. There is certainly evidence that the CIA played up Soviet military power through the 1980s.
The Cold War also inspired many movie companies and writers, resulting in an enormous number of books and movies, some more fictional (as James Bond) some less.
"Cold War" is a metaphor.