Since the outbreak of the SARS-CoV-2 pandemic, there have been intense structural studies on purified recombinant viral components and inactivated viruses. However, structural and ultrastructural evidence on how the SARS-CoV-2 infection progresses in the frozen-hydrated native cellular context is scarce, and there is a lack of comprehensive knowledge on the SARS-CoV-2 replicative cycle. To correlate the cytopathic events induced by SARS-CoV-2 with virus replication process under the frozen-hydrated condition, here we established a unique multi-modal, multi-scale cryo-correlative platform to image SARS-CoV-2 infection in Vero cells. This platform combines serial cryoFIB/SEM volume imaging and soft X-ray cryo-tomography with cell lamellae-based cryo-electron tomography (cryoET) and subtomogram averaging. The results place critical SARS-CoV-2 structural events â€" e.g. viral RNA transport portals on double membrane vesicles, virus assembly and budding intermediates, virus egress pathways, and native virus spike structures from intracellular assembled and extracellular released virus - in the context of whole-cell images. The latter revealed numerous heterogeneous cytoplasmic vesicles, the formation of membrane tunnels through which viruses exit, and the drastic cytoplasm invasion into the nucleus. This integrated approach allows a holistic view of SARS-CoV-2 infection, from the whole cell to individual molecules.