step by step guidance is not appropriate, but will give you an idea.
Cold backup means the copying all the database files when the database is down.
General steps for cold backup:
-- List out the datafiles, undo files, temporary files, and redo logfiles as well.
-- shut down the database.
-- cp <listed files> to some other location.
-- startup the files.
*** This is not step by step guidance, Please go through documentation as suggested by Sybrand.***
http://docs.oracle.com/cd/E11882_01/backup.112/e10642/toc.htm -- It's backup and recovery oracle documentation please refer it.
Do you think, perhaps, that the control files might be an important part of a cold backup? Maybe even backing up the control file to trace so you have a readable version?
What about the initialization file/files?
A BIG problem with NOT using RMAN is you rely on the person doing the backup to actually find and copy ALL of the needed files. And if they don't you may not be able to use that cold backup.