why are the lengths of days in spring and autumn the same?

if the sun does not set, why is it so cold?

The equinoxes, about March 21 and September 21, mark the two days a year when the sun appears over the equator. Check this site for a lot more information.

http://en.wikipedia.org/wiki/Autumnal_Equinox_Day

Even in the summer in the Arctic, the tilt of the earth is such that the sun only appears above the Tropic of Cancer -- a long way from the Arctic.