Payments are made when the average temperature for where you live is recorded as, or forecast to be, zero degrees Celsius or below over seven consecutive days.
Also from direct.gov, who qualifies for Cold Weather Payments:
If you are in receipt of Pension Credit, Income Support, Income-based Jobseeker's Allowance or Income-related Employment and Support Allowance (ESA), you may also be able to get Cold Weather Payments.
You get £25 for each seven day period of very cold weather between 1 November and 31 March and it is paid automatically, you do not need to apply for it.
So, if you want to check whether you are due to receive one, you can do so here.
Cross-posted at incurable hippie blog.