You can earn Frost in-game for free as a playable character by completing Chapter 4 of the Story Mode. You can also purchase Frost immediately.

Grandmaster Sub-Zero's most dangerous apprentice. When Sub-Zero made historic peace with his clan's enemy, Scorpion, defiant Frost challenged her Grandmaster as unfit to lead. Sub-Zero defeated and banished Frost. For years, she sought the power to destroy him. Now she has it.