How can someone with emphysema deal with air that is too cold?

Pre-medicate. The emphysema, by itself, does not generally have a problem with the cold air. I suspect that the issue in your case is a component of reactive airway disease. You can manage this by taking a dose of your albuterol or xopenex (levalbuterol) inhaler 10 to 15 minutes before going outdoors. See if that helps, and discuss with your doctor.