They're all wrong. You left out the "a".
On a cold evening.
2013年2月17日
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It depends on what you want to say. For example...
It happened on a cold evening.
In the evening when it is hot, I turn on the air condition.
At 6pm this evening, we will go.
I hope this helps!
2013年2月17日
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On. But, actually, it would be "on a cold evening".