Climate control is a feature found on many modern mid and high end cars as a successor to conventional heating and air conditioning.
Traditionally cars had a very simple heater. This worked by drawing in air over the hot engine (or exhaust manifold) and then blowing it via an electric fan into the passenger compartment. This is why you can't get heat until the engine has warmed up! This system also has a "cold to hot" knob that adjusts the temperature. However, it does this in a very crude manner... when the knob is at the "hot" end, all the air being blown into the car is from over the engine. When it's at the "cold" end, all the air being blown into the car is direct from outside. And when it's somewhere inbetween, it's a mix between the two. This is why in a car with just a heater, you can't get the temperature below the ambient temperature outside.
Then came air conditioning. This uses an air conditioner to chill (and dehumidify) the air, and is usually placed in the "cold air" path. Therefore, if it's turned on, and the temperature gauge is set to cold, you get air into the car which is actually cooler than the outside air. It's also more comfortable in humid places as the air has been dried. Additionally, this fact makes it very efficient at quickly demisting the windscreen.
But in neither case are you actually specifying the temperature. Essentially you have a "hot air feed" (from the engine) and a "cold air feed" (from outside or the Air Conditioner), and all you can do is set the proportion to mix them together.
Bring on Climate Control.
In its simplest form, a manual climate control system replaces the "hot to cold" knob with a temperature knob. This allows you to actually set a temperature, and then the system uses a thermostat to set the proportion of air from the hot and cold feeds to get this temperature. The engine has to be hot already if you want to get the inside warmer than the outside temperature, and the air conditioning has to be turned on if you want to get the inside cooler than the outside temperature.
Many modern high end cars have "Automatic Electronic Climate Control" though. In this case, you still set the temperature as required (usually on a digital display that allows adjustment in 0.5 degree Centigrade, or 1 degree Fahrenheit increments) and the system adjusts the heat, the fan power and direction, and turns the air conditioning on and off as required. Most of them are also sensible enough to keep the fan turned off altogether until the engine has started warming up.
Many of them also feature "Dual Zone Climate Control". This allows the driver and front seat passenger to select different temperatures, and has two thermostats, one on each side of the car. The rear seats will end up somewhere between the two as the air moves round the cabin. (That said, there's no reason that some very high end cars couldn't have a third zone for the rear of the car - perhaps some already do).
One other feature found on some systems is an automatic fresh/recirculate function. In general, it's nicer to have fresh air into the car, but sometimes (especially if you're driving behind a bus) recirculate keeps the air in the car cleaner. Some systems use fresh air, but automatically change to recirculate if they detect carbon monoxide or other impurities in the incoming air, then back again when it's clean.
SharQ says "I am not aware of a 3-zone car, but there are cars that have 2 zones: 1 rear and 1 front." The only dual zone cars I've seen are (like my Toyota Avensis) the driver and passenger. That's not to say he's wrong that you can get front and rear zones. However, I know that the Lexus LS430 has dual zones at the front, but also has controls hidden in the rear armrest for rear seat passengers to control the radio and the climate control... so I wonder if it is a separate zone. I'll ask my boss (who drives one of the things) and get back to you!
OK, having checked the website... "There's climate control air conditioning too, which can be adjusted both front and rear and between driver and passenger." Not sure if that means it has three separate zones though!
montecarlo says "Mono-zone ACC is problematic: sun-lit dashboards radiate heat, so that you feel warmer than the air temperature. Hence you turn the ACC down, making back-seaters freeze their butts off." Of course, he's right, but it's rarely perfect as all cars have windows so lots of sun can get in. We (well, the manufacturers) do what can be done.