So how do you catch the cold if it's not from exposure to cold temperatures? You catch a cold from a virus that causes a common cold. It could be someone nearby you sneezing or kissing someone who has a cold causing virus. That's it! Nothing to do with cold temperatures. You can, however, increase the symptoms you experience from a cold you already have by exposing yourself to cold temperatures. That's different from catching the cold though.
For more information on the common cold, check out the great resource on WedMD below.