From the Dwarf Fortress Wiki:
It is also possible to get water from ice without actually melting the ice, though this method is hazardous and destructive. First, dig down to a non-ice layer beneath ice layers and dig out a room. In the layers directly above the room, dig rooms out of the ice with the same dimensions as the first room. Dig channels in the ice floors around the entire perimeter of the room except for one square right next to the hallway (this is important; if you don't leave the last square accessible from outside the room, you will likely kill or injure the miner doing the channeling during the last step).
When you channel out the last bit of ice, the entire ice floor will cave in down to the the area you already cleared out. Depending on the stupidity level of the channeling miner, he may simply be stunned or also plummet to his doom. The broken ice will melt at the bottom level, but the floor will also be destroyed, leaving nothing but "Open Space" with water floating on top of it. The newly-melted water must then be redirected to another location (one square of broken ice floor yields roughly one level of water wherever it lands) - to avoid drying out, multiple ice floors must be dropped in order to achieve sufficient water depth.
Don't expect to create farmland in the original room. Since the dropped floors destroy ground tiles on impact, water must be redirected to an area with intact floor tiles. Floor tiles must be constructed within the caved-in region in order for the area to be used for other activities.
Alternatively, by clearing out an additional Z-level, you can drop entire ice walls into the bottom room, instantly filling it to 7/7 depth. However, in this case, the underground chamber should be several Z-levels below the ice, or the cave-in will cause water to splash up into the ice area, freeze, then cave-in into the water, beginning a potentially endless chain of cave-ins.
Also note that if there is empty space underneath the destination floor (other rooms, hallways, etc.), the falling ice will crash through that floor as well. Obviously, this can be dangerous. While a dining room full of hungry dwarves will certainly appreciate new farmland despite the frozen wastes above ground, those hungry dwarves will also end up angry, wet, and dead when several tons of ice come crashing through the ceiling. On the upside, fewer mouths to feed.