Answer: You will definitely need to bring your passionflower vine inside for the winter. I am not certain which type of passionflower you are growing, however you should be able to start it from seed. (Tip cuttings would probably be easier if you truly want another plant.) Here are some basic instructions for how to go about doing that. You may need to cut and paste the complete url into your browser to make it work correctly.
The confederate jasmine will also need to be brought indoors in all probability since most cultivars are only hardy to zone 8. If you have one of the most hardy types (into zone 7) you might be able to overwinter it outdoors under a heavy mulch if you have a very sheltered microclimate where it is planted, but I would not really expect it to make it. For the best chance, it would need to be well established and growing in the ground. Covering with burlap will not prevent freezing, it just provides some wind protection.
Most clematis should be fully winter hardy in your area. Again, to have a good chance of surviving, it should be planted in the ground and be well established. You would mulch generously over the root area in late fall.
Clematis pruning is based on what type you are growing, but as a rule any pruning would be done in either the early spring or immediately after bloom depending on whether it is a type that blooms on old or new wood. I would not prune it back now.
I hope this helps.
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