t can kill you in the sense that it puts you in a weakened state. This makes you more susceptible to other infections. So the cold leads to a cough, which develops into a chest infection, then into pneumonia
However this is only really a concern for the very young, very old or those with other risk factors. For the average person it’s not really a concern.
The best way to prevent other ailments is to stay home, stay warm, eat well and drink plenty of fluids. The cold will pass in a day or two and you’ll be fine.