What should I do my car is blowing out cold air when the heating setting is on.
You should immediately check your coolant level. Check both the plastic reservoir and - when the car is completely cool - the radiator.
Check those. If it is low, add as per instructions in the owners manual before driving. Then get to a mechanic to evaluate for leaks.
If the reservoir & radiator are at the right level, report back.
… or it could be a vacuum leak. What year is your Impala?