"In from the cold" is not Cold War-specific although it is from the 1963 Cold War espionage novel The Spy Who Came In From The Cold by John le Carre. It means to be brought home from active duty in the field. The term was used - and explained as such - when the character of Leamas visited Circus chief Control following the liquidation of his network.
Lead actresses Margarita Levieva and Stasya Miloslavskaya were both born in Russia; Levieva also attended college at NYU, just like her character.