Answer: At this point, the best you can do is remove any branches that are truly dead and brown throughout (start at the tips and work your way slowly toward the main stem, checking inside the twigs for green), and be patient to see if the remainder will leaf out. Fall planted evergreens need careful watering all season until the ground freezes to assure they do not dry out during the winter, especially if they are exposed to sun or wind. The shallow rooted azaleas are especially subject to this type of difficulty, especially when newly planted and not yet established. Be very careful not to exceed the fertilizer amount indicated in the label instructions. More important than additional fertilizer, since azaleas are not terribly heavy feeders, it is critical that the soil be well suited to their needs. The soil needs to be acid in pH, humusy, evenly moist yet well drained (meaning not soggy) and the plants should be mulched with several inches of organic mulch such as shredded bark or rotted leaves. I hope they pull through for you.
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