If you live in the south you probably won't need a cold frame. In the north, a cold frame is desirable until you can get your plants well along before freezing weather.
I like to use what I call the "compromise system". I start seed in late summer to early fall either in separate flats or the cold frame. Plants that get large enough are set out in the garden in their permanent locations. This leaves more room for the remaining plants which are carried over in the protection of the cold frame until spring.
This time of year you don't need a sash, of course, to protect your bed. But it must be shaded. You can white-wash or paint your glass sash. However, I had made light weight frames and covered them with burlap. This gives better air circulation. As cold weather approaches the sash will be put on and closed on extremely cold nights, otherwise it will be left partially open to keep the plants ventilated and hardy-maybe I should say "happy."
In my cold frame I have used about one-third each of good garden soil, sand and peat moss to make a growing medium. Before sowing the seeds I level this off and tamp. Then I thoroughly soak. When thee excess water has drained off I cover with about an inch or an inch and a half of vermiculite. (Do NOT press or tamp this, I am old enough to know better, but I must confess the first time I tried starting seeds in vermiculite I pressed it down tightly as you would tamp soil for starting seeds.
Next, I mark off the rows and sow the seed particularly trying not to get it too thick in the row. I try keeping the rows in the approximate order of the germinating tune of the seeds. Dianthus and Oenothera (evening primrose) should be up in five days or a little over.
All of these times, of course, are if conditions are ideal, and there will be some variation. Next comes campanula or canterbury bells, armeria (thrift), penstemon, Shasta daisies and pansies. These should be up in ten to 12 days,
The next group of seeds will be up in about three weeks, This includes digitalis (foxgloves in several varieties), delphinium, and pyrethrum or painted daisies,
Really fine seed as well as exotic anthurium seeds may not be covered. On the larger seed I sprinkle a light cover of more vermiculite, Everything is then sprinkled. Until the seeds are up, be sure that the top of the bed does not dry out, or you will lose the finely germinated seed before it gets its roots established.
On really hot days I like even to sprinkle the burlap shade, All of this may sound like quite a bit of work, but next year you'll find how well worthwhile your time has been spent. There are many, many perennials and quite a few biennials that can still be started this way. I am limiting myself pretty much to some of the old favorites, but when they bloom it is always a new thrill and delight to see them.