If you have a frozen pipe, you will want to warm it up to prevent it from bursting. Open cabinet doors to allow air to circulate and use a hair dryer or space heater to warm up the area around the pipe. Meanwhile, turn on the faucet to allow the melting ice to drain.
Watch the pipe as it warms--if it bursts, you will need to shut off the water to contain any damage. Be familiar with the main water shut-off. This guide provides more information: What to Do If There is a Water Leak.
To prevent pipes from freezing, keep the home heated at a normal level (above 55 degrees F) even when you are not in the home, and keep garage doors closed to prevent pipes in those areas from freezing.