Tin soldiers capture centre of town with cold figures (7)
I believe the answer is:
snowmen
'cold figures' is the definition.
'tin soldiers capture centre of town' is the wordplay.
'tin' becomes 'sn' (Sn is the chemical symbol for tin).
'soldiers' becomes 'men' (I've seen this before).
'capture' means one lot of letters goes inside another.
'centre of' means to look at the middle letters.
The middle of 'town' is 'ow'.
'sn'+'men'='snmen'
'snmen' enclosing 'ow' is 'SNOWMEN'.
'with' is the link.
(Other definitions for snowmen that I've seen before include "Figures in white in winter" , "Outstanding winter features" , "Figures made in winter" .)