。
A cold wind blew in.
Literal
Cold wind [subject-が] blew-into.
吹き込む is a compound: 吹く (blow) + 込む (into, deeply) — 'to blow into (a space).' The ~込む suffix is highly productive, attaching to many verbs to add an 'into / inward / deeply' nuance: 飛び込む (jump in), 教え込む (drill in), 思い込む (firmly believe).