Typically, water damage from frozen pipes is covered under your homeowners policy. Some policies require that one of two conditions be met: The insured has to either maintain heat in the building, or shut off the water supply and drain all systems and appliances of water. (There is an exception to the exclusion if the building has a fire sprinkler system).
But, what if the heat malfunctions or the power goes out? In those circumstances the loss should still be covered. Also, there is typically no exclusion in your homeowners policy for losses from frozen pipes when the home is vacant or unattended.