Make prisoner stride around cold (9)
I believe the answer is:
construct
'make' is the definition.
(I know that make can be written as construct)
'prisoner stride around cold' is the wordplay.
'prisoner' becomes 'con' (abbreviation for 'convict').
'stride' becomes 'strut' (both can mean to walk around).
'around' is an insertion indicator.
'cold' becomes 'C' (eg on taps).
'strut' going around 'c' is 'struct'.
'con'+'struct'='CONSTRUCT'
(Other definitions for construct that I've seen before include "Build; theory" , "Build, fabricate" , "Engineer" , "Build or put parts together" , "Build, make" .)