I’m looking for ways to quit smoking and came across the terminology “Cold Turkey exercise”. What are Cold turkey and acupuncture methods? Are they really helpful? Is there another method available to quit smoking.

Cold Turkey exercise means quitting straight forward at once. Like just waking up after a night’s sleep and deciding not to smoke anymore.
Ear acupuncture is the most common form of acupuncture treatment to help quit smoking. Often, small ear seeds can be placed with tape over the useful points in the ear, and allow you to stimulate these points at home between treatments. Do consult an acupuncturist or community acupuncture clinic where you can receive treatment several times per week.
Recently, I found a site http://www.stop-smoking-guru.com. It has a lot of useful information regarding quitting smoking. Basically it contains an e-book describing a proper procedure for quitting smoking, and its harmful impacts.

The following website may also be helpful to you:

http://www.naturaltherapypages.com.au/article/Quit_Smoking

Or you could practice what they teach here, yourself.
http://emotional-freedom-technique.tk
After you've read the front page, look at the short video or
click on:'read the free basic instructions'
Then tick:'Free EFT Manual: Introduction to EFT'

Once you've read the stuff, click on 'Free videos' and select 'Addictive cravings' This is a session with a prisoner who wants to give it up too.Enjoy and keep practising.