Answer: The answers to your questions depend on which perennials you are growing.
Some require a soil that is evenly moist and some require a soil that is relatively dry. Wilting in the morning is sign that they definitely need water, a rule of thumb is that they need about an inch of water a week, it should be applied slowly so it has time to soak in deeply. Watering once a week is preferred over a daily light watering as it encourages deeper roots. Using a mulch will help to conserve moisture and cut down on watering.
Cutting back also depends on what you are growing. In general, trim away frost killed tops in the late fall. Some plants however such as lavender and butterfly bushes should not be trimmed back until late spring. Evergreen foliage should be left in place.
Most perennials should not be covered in the winter, it risks smothering them. Mulch such as shredded hardwood bark can be places around but not over top the plants. A year round layer of about two inches of organic mulch is a good idea.
For more information about the plants you have, I would suggest you read up on perennials in a book or two. One I like because it is straightforward is "Perennials For Dummies" -- it can be found in libraries and bookstores.
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