Look at these cases:
Tu as froid?Are you cold? Oui, j'ai froid.Yes, I'm cold.
The verb avoir (to have) is used to express being cold and hot (and not être / to be as in English). Effectively, in French we say "I have hot / I have cold"!
The masculine adjectives chaud and froid never agree in gender or number, even if the person/thing it refers to is female or plural:
You cannot say J'ai chaude. Vous avez froids.
MARIE : J'ai chaud.MARIE: I'm hot.
Vous avez froid.You are cold.
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