One touring a cold country (6)

I believe the answer is:

monaco

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'country' is the definition.
(I know that Monaco is a European country)

'one touring a cold' is the wordplay.
'one' becomes 'mono' (I can't justify this - if you can you should believe this answer much more).
'touring' is an insertion indicator (touring can mean going round).
'cold' becomes 'c' (eg on taps).
'a'+'c'='ac'
'mono' going around 'ac' is 'MONACO'.

Can you help me to learn more?

(Other definitions for monaco that I've seen before include "Southwest European principality" , "Med principality" , "Monte Carlo country" , "Home of the Grimaldis" , "Small European country" .)

I've seen this clue in The Telegraph.

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