They appear in The Chamber of Frozen Blades, episode 11, season 2.
There discoverd by Finn and Jake. They can only be summoned by twisting your hands a special way. Some of the weapons can be Ice Shurikens, Ice Knuchucks, or a cylinder shaped Ice Mace. In the episode The Chamber of Frozen Blades Finn and Jake await for the Ice King return to his lair cause they suspect that he has kidnapped a princess ( which at the end is Dr.Princess who is not a princess). Ice King is going with Gunter to the Rock's People Hospital because Gunter is acting and showing that he feel's horrible. The Ice King zap's everybody in line ( which he thinks is long) until somebody allows him to get in front of him but eventully zap's the last Rock Person. Finn announces that they shoud hide but Jakes dissagrees and starts horseing around and finaly break a wall of ice. they check whats inside the wall of ice and find a cave of ninja related stuff and start a duel with the weapons.
The way the both heroes summon the weapons is related to the same way they do it in the anime show Naruto and Naruto Shippuden
The Ice King suprised when Finn and Jake have Ice Weapons