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First appearance was 100 Bullets #9. He is your ordinary Ghetto ice cream man selling stolen cigarettes and ice cream to the kids (in the book the kids say it's for their aunt or grandma).
One day Agent Graves approaches him and gives him an Attache that holds evidence that the guy he is working for Goldy Petrovic started the elderly home fire that killed his grandmother and a gun with 100 untraceable bullets. So he goes to his employer and asks him about it, then Goldy tells him that he did it because he owned the land and wasn't making any money off of it. Right after Goldy finishes his story on why he did it some guy that Goldy and his goons were torturing says "Croatoa" breaking his mental block and making him remember his training and part of his past with the Minutemen. After Goldy and his goons all pull guns on him, he kills them all.
After going back to his girls place and pulling a bullet out of his shoulder, he ends up at a bar. After briefly talking about his recently regained spotty memory with Mr.Shepherd. They hear a crash outside and when Cole runs outside to discover his competing ice cream man has turned over his truck. Cole gets pissed and dives in the truck to get his magic gun right as the competitor throws a match at the gas that is leaking out of the truck and Cole is caught in the blast.
Right then he remembers everything. He is a little banged up but ok so he pulls his gun on the competitor and he starts crying. After Cole shows mercy and tells the guy what kind of ice cream the kids in his neighborhood like he regains his role in the Minutemen. After this we see very little of Cole Burns but he is Agent Graves Right hand man and one of the most feared minutemen.