Sounds like you're at the spot where you just have to rescue people in Cold Harbor for a while. In particular, you need to rescue the Ayleid king and the mage Vanus Galerion, but the more groups of people you rescue, the more you'll have helping during the rest of the main quest, and the more alive the Hollow City will become.

What is in your Journal for Coldharbour?

If it is the quest to find survivors and rebuild Coldharbour (I think it is called "Meridia's Army"? but I could be wrong) then have you rescued the Ayelid bloke? If not, head past the Library of Dusk and pick up a quest from an abandoned backpack at a camp there. Doing that and then heading back to Hollow City will give you a quest that leads you through the lower Coldharbour quests that are necessary for the main quest, up to the Bone Orchard.

Or perhaps you are further along? If you already did the Bone Orchard (check your Coldharbour map to see whether the location is marked as complete) you need to head roughly north from there and pick up the quest at Reaver Citadel wayshrine.

There's a decent guide to Coldharbour quests linked below that may help you to determine where you are up to.

http://dulfy.net/2014/04/15/eso-coldharbour-quest-guide/