This quote appears in Act III.  It is spoken by Rev. Parris to Mary Warren.

The context in which this is spoken is that Mary has been brought by John Proctor to the court.  He expects her to confess to the court that she was faking her symptoms of being witched back when she and the girls were accusing people.

But then Parris says the words you cite.  He is telling her that she was not faking it because her skin was icy and how could she have faked that?

The court ends up choosing not to believe Mary's confession.