The "ice planet" was the unnamed planet on which Avalon was active before she asked Blake to take her to a safer base of operations. The northern hemisphere had a winter eight and a half Earth years long, known locally as the Long Cold. The latter led Travis to state that he felt the planet "unnerving".
The natives of the planet were humanoids, called Subterrons. The Federation used the Subterrons as a slave labour force for the mining of Ice Crystals, and had established a large underground complex beneath the surface.
A native, Terloc informed Travis that Avalon was planning to set up her winter headquarters in "the Ice Caves". Cally soon afterwards reported Avalon's homing beacon signal moving about 8 miles, so she had either arrived at the Ice Caves or was on her way there when her supporters were massacred. (TV: Project Avalon)