Cole's column, which consisted mostly of cavalry and mounted artillery, started northwest on July 1, and crossed through present-day Nebraska and South Dakota, before reaching the Powder River in Montana in late August 1865.

At that time, Cole's men were low on supplies, and on September 1 they began skirmishing with Indian warriors who attacked the column.

In early September, Cole began a withdrawal toward Fort Laramie, and was forced to abandon his wagons after hundreds of the columns' horses died, fighting the Powder River Battles along the way.

[1] Cole moved back to St. Louis and continued in the lumber business, eventually owning a planing mill.

Cole served on the St. Louis Board of Aldermen for six years, and was also a commissioner for the city's Lafayette Park.

In May 1898, after the outbreak of the Spanish–American War, Cole was commissioned a brigadier general in the United States Army by President William McKinley, and he applied for active service in Cuba or the Philippines.