As best as I can remember, the story went like this:
A series of murders have taken place involving (I think) key/important agents individuals. There are few clues about the murders, other than the determination that killings were done via a psychic assault. Each of the victims had several plain metal discs or “slugs” in their pocket, which are suspected of having some role in the attacks.
Captain America is recruited (I don’t remember if it was by S.H.I.E.L.D. or some other agency) to investigate and solve the mystery behind the attacks. This involves him traveling to some remote, snow-bound location.
Cap is fitted with a few bits of extra equipment and tools to help him succeed. I recall he has a tiny pop-out jet back under his parka, that he uses to escape danger while scaling a cliff up to the sanctuary/target location. He has a couple of other gadgets too, but I don’t recall what they are.
He eventually discovers (Not sure if this was a single issue or multiple issue story arc) that the killer is a little girl. She has terrible psychic powers and is being forced to use her gift to commit murder. The metal discs turned out to be unrelated to the attacks (forget why).
Cap, good soul that he is, tries to rescue her. But she is aware of what she is and decides that she cannot continue on. She uses her powers to immobilize Captain America while she wanders out into a blizzard wearing only a night shirt or something similar. She is going to let herself die from exposure and put an end to the experiment she has been forced to take part in. Something like that. It was a very creepy and dark story by the standards of the era.
Late 1970s to 1980 at the latest, IIRC. I remember a friend having the comic book in elementary school and reading it at break. I’m not sure if the story was inspired by some other tale – I have seen many variations of the basic story in other medium (the F.E.A.R. video games, and in at least one animated Batman show). I’m positive it was Captain America and probably was one of his ‘regular” comics rather than one of the specialty comics Marvel would release from time to time back then.