The Cult of the Cold Flame was first mentioned in The Books of Magic #1, written by Neil Gaiman, though they were not shown directly until issue #2.
Major Story Arcs
Books of Magic
The Cult first appeared in Neil Gaiman's The Books of Magic mini-series. Tim Hunter, the boy destined to become the greatest mage of his time, has attracted their interest and they wish to harm him for their own gains. The Trenchcoat Brigade saves him from various attempts on his life and are mentioned to be battling them in India where they are mostly destroyed.
During Tim Hunter's own ongoing series, also named The Books of Magic, a man by the name of Martyn appears as the father of a girl named Leah at Tim's school. Martyn is actually a magician and the last surviving member of the Cult of the Cold Flame, and Leah is a succubus under his control. He attempts to make Leah seduce Tim into becoming his servant though she unsuccessful, mostly due to Tim affections for his girlfriend Molly. Martyn eventually goes on to kill Tim's father, but his killed himself by Tim's alternate future self Sir Timothy and the demon Barbatos who had their own plans for Tim.
The Cult recieved a major re-invention after the events of flashpoint into DC's New 52. The Cold Flame is now made up of magic based contemporaries who started the cult. The four founding members are the deceased Zatara, Sargon, the blind Mister E, and Tannarak.