The question asks which word is associated with froid (cold). The correct answer is la glace (ice), because ice is formed by freezing water and is inherently cold. Cold and ice are directly linked by their physical nature.
The other options are associated with heat, not cold:
le feu (fire) produces heat and warmth
la chaleur (heat/warmth) is the direct opposite of froid
le soleil (the sun) is a source of heat and light
This is a vocabulary association question. In French, knowing semantic fields (groups of related words) is important. The semantic field of froid includes: la glace (ice), la neige (snow), l'hiver (winter), geler (to freeze), and le froid (the cold).