Image warming and cooling filters can be either of the glass/plastic type that go in front of the lens of your camera, or these effects can be simulated in software.
The software filters can be built in to Photoshop, or can be purchased as an of several commercial add-on packages.
There are a huge number of different ways to get warming and cooling effects using Photoshop's native (ie, built-in) tools, and they have been in older versions of PS for as far back as I can remember (eg, around 1996).
As far as I can recall, the only place where they are explicitly called by this name is as a "Photo Filter" adjustment layer -- they are one of the options.
HTH,
Tom M