Frost giants are the creations of Maleki on Avlis. As their name implies, they prefer to live in very cold environments. This limits their contact with other sentient races, who genereally avoid such frigid places.
Those in southern Negaria pay homage to King Fulfordis. Their tribe has a long history of conflict with the city of Mikona, living very near to that population center. However, in recent years the tensions have lessened somewhat, and occasionally a frost giant merchant will appear at Fort Karr selling Fulfordis' Special Chocolate Ice Cream.
See also: The Cold Snap.