Biofeedback does two different things. There's EMG biofeedback which teaches muscle relaxation and temperature biofeedback where the patient warms their hand so the blood is diverted from the brain to the hand. You work on a machine to learn how to do this and it works particularly well in children and in patients who don't want to take medications. Certainly extremes of heat are triggers of migraine, particularly in kids who play sports outside for hours at a time. Good hydration and being aware of the heat is very important.
Air conditioning can also provoke migraine but less commonly.
Whatever feels good to you. Different people do different things. There are meditative tapes. It's particularly used to find the thing that works for you. It certainly means your headache isn't that bad.