Go into headquarters in New York avoiding cold (5)
I believe the answer is:
enter
'go into' is the definition.
(enter can mean to go into a place)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for enter that I've seen before include "Inscribe" , "Set foot in" , "Record - stage direction - come in" , "Take part in a contest" , "A key on the right" .)