I cry when I go out when is very cold what is this?

Reflex tearing. The eye responds not only to pain but to extremes of temperature. When you suddenly enter an environment that is very hot or cold, the pain and temperature nerve endings on the cornea become activated and "tell" the tear gland to secrete more tears in order to coat the nerves and protect the cornea. People with dry eyes can experience this phenomenon with even less extremes of temperature.
Cold effect. The cilia which moves and clears gets stuck/not move when it is very cold more common to have runny nose the tear duct is doing the same i'n your situation.