The answer is both they didn’t and also we still are surviving an ice ice. The earth has gone through five significant ice ages in its life, and during this time humans were not “humans” but one of the earlier Neanderthal or Homo erectus species.
These early human ancestors would have lived in caves and survived on diets of fresh meat, as they wouldn’t have had access to producing salt, but they did have fire to at least cook their meals as evidence of early control of fire by Homo erectus goes back 400,000 years.
They lived mostly in limestone caves as this type of rock is reasonably soft and can be scraped away using a harder type of stone. Entrances would most likely be covered with a wattle like stick wall or have skins hung over to keep the wind out.
Tools consisted of stone and were very basic, with most of their hunting being done with flint spears. Its believed that the use of bows goes back as far as 20,000 BC, but these were isolated uses and it wasn’t until the Egyptians that bows were commonly used by man.
One advantage to living in the ice age would be that people would have the ability to freeze things, allowing them to get through times of animal migrations, though there isn’t any evidence that people discovered this technology that early.
Our ancestors were purely hunter gatherers at this time and would rely on seasonal fruits and nuts, though most of what they were eating would likely have adapted into a completely different version that we know today.
What we think of as the last ice age started about 2.6 million years ago and ended about 11,700 years ago, but it never really “ended.” Every time there’s an ice age the earth goes through periods of warming that melt most of the glaciers before they freeze again. The earth is currently in one of those warm periods and sometime in as little as the next few thousand years will freeze again, turning earth into a mass of giant glaciers.
The sea level will fall as much as 400 feet and if anything like one of the previous ice ages is anything to go by, will cover Canada and Russia in up to 12,000 feet of ice. In this event the vast majority of mankind will be wiped out as the populations of entire countries constantly move around the earth, being chased by enormous glaciers and constantly struggling to find farm-able land.