Once Your Plumbing Has Frozen
Expose the pipe and put a space heater by it. This works when you know where the frozen pipe is. If it is under a sink, a frozen pipe can be thawed in this way. However it is important to open the faucet on so that as the pipe begins to thaw, the water can flow.
Heat up the room where thee frozen pipe is. You can use a space heater to add warmth to the room if it is not too large of a room. Heating up the room will eventually heat up the pipe. There is no guarantee that this will work and it will take a long time to work.
If it is exposed, wrap the pipe with an electrical heat tape. Again this may work but it will take time.
Call a plumber. They have equipment that will electrically charge the pipe to warm it up. Always use a professional for this, as there is a possibility of damage if not done correctly.
What You Do Not Want To Do
Use a torch. This can cause the water to heat up too fast, cause the pipe to expand, and then burst. There is also the danger of starting a fire.