Overheating on cold temperature

Hello,

Step one would be to figure out where is the leak coming from.
You could have a leak from a hose, water pump, Thermostat housing, coolant reservoir, radiator etc.
Given that you said that it's leaking at a high rate, you might have one of the radiator hoses come of or ruptured. As the coolant come out it fall on the exhaust manifold and creates the steam.

You might find this article helpful on finding the leak:

https://www.2carpros.com/articles/car-is-leaking-coolant
https://www.2carpros.com/articles/coolant-leak-symptoms
https://www.2carpros.com/articles/symptoms-of-an-overheating-engine

Please let me know of any questions.

Thank you.