They survived the cold by building shelters and houses with the materials they could find, for example; native american longhouses. In warmer climate, I heard the temperature under trees, in the jungle, while being humid, is much more tolerable.
Another thing you can do in warmer climates is to just not expend energy when it's hot. It's tolerable in the morning and evening, so work then. Modern business doesn't accomodate this, hence air conditioning.
