Tina, Welcome to the forum.
First and foremost when you get it, plug it in turn it to 250 and let it go for a while (follow the directions) you want to season it and make sure everything is working.
I would classify Cold Smoking as Advanced CS Smoking. Many methods, you don't have to watch the CS closely but with Cold Smoking you will.
whether you use the CS is up to you. The baffle works, but people rig their own up and use ice to keep the temps down. The issue is that the heat element is in the bottom and you need to keep the temps down.
Really going to depend on how much (quantity) and type of smoking you'll be doing.
Are you talking true cold smoking, where the temp never gets above and likely involves some cure, or are you talking cold/warm smoking where you start low and finish warm?
We have a Sausage forum (near the bottom of the main page) so I'd start there for some tips, look for a particular topic. Cold Smoking is a wide topic, so focusing in on a particular type (sure has cheer or pepperoni) will help get that technique down.
It's a popular topic, but it is an advanced topic but well worth the effort.
The search function here is helpful and you'll see a lot of posts (actually too many) so selecting a specific item will narrow the search. For this topic, it's not a daily discussion so searching will help review almost 11 years worth of info.
here you go:
Search on "cold smoking"