PCs all work for MI6 of UK's Secret Intelligence Service (SIS).
If you want to generate your own PC, I recommend using www.dholeshouse.org and creating a modern character first, then add the Optional Mythos Experience Package (p.62 Investigator Guide 7th Ed), then do the Specialized Intelligence Agency Training (p.30 World War Cthulhu: Cold War).
Or just follow all the steps: here
Or Pre-gens: here
For an editable character sheet, get the modern character sheet from Chaosium: Character Sheets.
For WWC: Cold War character sheet: printable
Training between missions:
You are still doing your regular job, so due to regular life and getting shot at as an MI6 operative, you might not be able to train in other skills.
Roll POW each year to see if you can have the will power and stick-to-it-ness to learn other skills or to hone your skills.
POW Failure: nothing.
POW Regular Success: check a skill for advancement. e.g. roll skill %, if succeed, get nothing; if fail, gain 1d10 skill points in that skill.
POW Hard Success: check two different skills for advancement.
POW Extreme Success: check three different skills for advancement.