Caususes are a way some state political parties choose to pick out their favorite party candidate for the November election.
In most states they have a primary which is just a normal election by US standards. In a few, including Iowa, they gather in a physical room and move from location to location to physically show who they support.
That means if I’m “caucusing for Bernie” I’d go stand next to the Bernie crowd. This ends when a certain candidate has a majority (I don’t remember the exact amount). So people move from candidate to candidate as they see theirs isn’t winning or as they are persuaded by others there.
Every state has their primary or caucus on a specific day, so yesterday was Iowa’s day, and it’s often very cold this time of year in Iowa. This year it’s pretty brutal, high of 3°F and low of -3°F today (-16C and -19.5C), and it was colder a few days ago.