You will ultimately want to see both. It can be helpful to start the conversation about studying abroad with your college if you are concerned with how your credits will transfer back to Cornell. Your college's advisor for study abroad can answer questions you may have about college policies and academic requirements affecting you.
If your questions are primarily concerned with learning more about a particular program or other preparations for study abroad, then you will want to touch base with a Global Learning advisor.
If you are in the College of Engineering, it is strongly encouraged that you always start the conversation of study abroad with the Engineering advising office.