Cold storage is the process of storing your Bitcoins offline. This is the safest way to store Bitcoins, especially when it comes to a large number of coins.
There are several methods of cold storage:
1- paper wallets
2- USB storage devices or other forms of standalone storage media
3- offline hardware wallets
4- Fragmented secret keys
Although cold storage is undoubtedly the safest way to store your Bitcoins offline, it all depends on the safe storage of files or private keys that, if lost, will disrupt access to your coins. In addition, using a wallet on the desktop can be quite difficult for non-professional users, so carefully follow the instructions and use more than one place to store your files
How to create a cold wallet storage you can find out by yourself. Now, there are a lot of useful step-by-step instructions that will help you.
As far as I know, private key and 2FA can not use same time. You need to create your private key first. Then, find services can provide 2FA to protect your data without internet. Finally, put your private key in this folder and keep for long time until you need to use.