You need to know that matter
exist under 3 shapes:

- Solid
- Liquid
- and Gas.

Let's take the example of water, it can
be at a liquid state, solid state
(in the freezer) and gas, it is the steam
of water.. water is liquid at ambient
temperature, become gas at 100°C and
freeze at 0°C.

water at liquid state

water at solid state

water at gas state

Air is constituted of oxygen and nitrogen. at ambient temperature oxygen and nitrogen are at the gas state. All gases can pass to the solid state if we cool them sufficiently. So to obtain solid oxygen it is necessary to reach the temperature of -218°C and -270°C for nitrogenn. Therefore air can freeze but at very low temperatures.