Answer: Newly planted broadleaf evergreens are especially subject to moisture stress in winter because their root systems may not be developed enough to take up sufficient moisture to keep them hydrated through the season.
A wind barrier can certainly help against that drying winter wind and is probably a good idea if they are in an exposed location; a barrier can sometimes also protect them from potentially scorching due to reflected sun bouncing off of a building, a paved area, or snow. (Some people also erect a semi-permeable roof type shelter over their evergreen shrubs, but in my experience this is not terribly attractive and is somewhat counter productive in that evergreens are supposed to look decorative in the winter time.)
Some gardeners also like to use the antidessicant or antitranspirant sprays; typically they do need to be applied in milder temperatures safely above the freezing mark. The label instructions will detail that and should be followed carefully.
Probably the most important thing you can do however is to make sure the soil is kept evenly moist (just damp, not sopping wet) up until the ground freezes; using a layer of several inches of organic mulch such as shredded bark will also help to keep the soil moist and moderate the temperature swings.
With regard to freezing rain, sleet, snow and all the rest of nature's surprises, there is really not too much we can do but hope for the best. If there is a heavy snow storm, gently brush away the snow before it accumulates enough to break branches. Other than that, the plants usually seem to cope well enough, they are adapted for it and have pretty thick leathery leaves. Good luck with your new shrubs!
Q&A Library Searching Tips