Supercooled water droplets are exactly that: the molecule H2O in a liquid state (so water!) but at a temperature below freezing. These can occur anywhere and anytime there is cloud which has a temperature below 0 degrees.
As the cloud gets even colder, however, more water droplets will freeze to ice crystals. There will be few if any water droplets below -40 degrees C, and they are most common (and hence most dangerous, for icing purposes) in the range between 0 and about minus 15 degrees C.