The city of Kadath in the Cold Wastes was a location on the planet Ry'leh.
"Azathoth" was imprisoned in Kadath on Ry'leh. Sherringford Holmes manipulated Baron Maupertuis into attacking the city as a diversion, so he could free Azathoth and move her to the Plain of Leng. Once there, he would have the gateway to Earth which was located at the Plain opened so Azathoth could go through and convert humanity to become her servants. (PROSE: All-Consuming Fire)
Behind the scenes[]
Kadath was a fictional location created by H. P. Lovecraft. It was supposed to be a mountain on which the Great Ones lived. He did not specify where it was, stating it might be in Earth's Dreamlands or in the real world near Fomalhaut or Aldebaran.