What does the idiom 'cold war' mean?

It is fought by proxy.

There was no open combat between the United States and the Soviet Union, but there was amongst satellite nations on both sides (Korea, Vietnam). It was a "war" of cloak and daggers, intelligence, and deceit. Neither side could engage in open war with the other, because it would destroy them both. Instead it was fought in the diplomatic chambers, and by other nations that supported one side's cause or the other.