A cold range is all guns are carried onto the range in cases. They are kept unloaded until you are ready to shoot on the firing line. The range officer supervises your loading, the shooting, and confirms that you unload before leaving the firing line. Guns are either recased, or kept in holsters, unloaded.
A hot range is different. The second you step foot onto the range, you head for the safe loading area, and you load your gun. The gun then goes into the holster, or if it is a rifle, it is slung in a safe direction. It's OK to manipulate magazines, but the guns never leave holster, or for rifles, come out of safe slung mode until you are on the firing line, ready to shoot.
When you finish shooting, part of the protocol is to reload. Some classes actually penalize you for having an unloaded gun when you are on the range, so you learn to always reload.
Some advocate (and I agree), that with a trained, responsible population, a hot range is far safer because there's no variation in state. Guns are loaded, all the time, and need to be handled accordingly. There are never times where guns are loaded and unloaded.
The problem is that not everyone is skilled, responsible, and mature, so running a hot range where the public can attend is dangerous.