I will start this off by saying that I may not always be the most grammatically correct, but I put things in the most simple terms as I can so that anyone can understand.
What is a cold room you ask? A cold room is somewhere in your home or on your property that will stay dry and well,... cold. If you do not have a basement in your home it can get a bit more expensive to build. Cold rooms can be used to store a variety of things such as potatoes, squash, onions all of your home canned goods amongst other things. You can also store all of your food storage in it (except frozen) safely. The best part is, you do not have to buy a commercial grade one, you can build it yourself. For arguments sake we will assume you have a basement. Pick the driest corner that is the least used away from the most direct heat source ( furnace-water heater) Since you are putting it in the corner you will only need to build 2 walls and a door. Bare in mind that in some states you may have to obtain a building permit and check the local codes.
Building your Cold Room
What will you need: Note: all room sizes will be different so there is no set materials list.
Your cold room does not need to be fancy with drywall and the whole nine yards. It just needs to be able to hold in the natural cold. Start by building the walls making sure to leave room for a door. The door size is determined by the amount or size of the containers you will be taking in through it. Once the walls are built, it might be easier for you to put in the ceiling now. Just simply take plywood and cover the top to make the ceiling. Once you have that completed, line the walls with plywood on the inside and the rolled insulation between the 2x4's on the outside. Cover the outside walls with plywood. There is no need to buy a premade door, although you can if you want, but there is really no need. If your cold room is very near an existing light there may be no need to install one as it may give off enough light. If this is not the case a simple mechanics corded light that you can hang on the wall and take in with you will work just fine.
Depending on what you want to store, you can build shelves in all or part of it. I would though recommend leaving space on the floor to be able to store things such as plastic boxes for potatoes, onions and other such things.