warm is modifier of the subject "we". It refers to the state of the subject upon coming in. To "come in" is to return indoors from being outdoors.  warm probably means "overheated from exercise" there.

warm is modifier of the subject "we". It refers to the state of the subject upon coming in. To "come in" is to return indoors from being outdoors. There warm probably means "overheated" (e.g. from work or exercise in the sun).