Anytime clarification on an assignment is needed, it is best to ask the instructor what they want. From my point of view, it seems like you are being asked to write about Stalin's role in establishing the elements that came to form the Cold War.
The Cold War takes place after Stalin's leadership. However, when looking at the background during the Cold War, his role was essential. As World War II came to an end, the issue was how Europe would look afterwards. Stalin insisted to the other Allied leaders, Churchill of Britain and Roosevelt of the United States, that there be a line of nations to serve as buffers between Russia and the rest of Europe. Stalin believed that this alliance of nations was critical to Russia's safety. He felt that in order to prevent Russia from being attacked again, there needed to be a series of buffer zone states that would be either be Soviet- controlled or friendly to the Soviet Union. Stalin asserted that such a zone could be the only way Russian interests could be maintained. The negotiations between the World War II victors as to how post- war Europe would look covered many different terrains. However, Stalin did not give up this idea of creating a sphere of influence that enhanced Russian control.
With the war's end, Stalin was still committed to what turned out to be the "Sovietization" of Eastern Europe. Stalin did not move his armed forces from this region. In doing so, he established a demarcation between Soviet Communist forces and the West. After World War II, so- called "puppet" governments appeared in these nations, helping to establish an "Iron Curtain" of control. This meant that outwardly, these nation's governments appeared to be acting on their own accord. However, behind the curtain, Stalin was exercising full power to ensure that they acted in Soviet interests. These nations ended up forming what would be known as the Soviet Bloc. With this, the Cold War emerged and can help to explain Stalin's role in the background of the Cold War.