Answer: Azaleas are shallow rooted and generally do better if planted in the spring. That allows them a growing season to become established and rooted prior to the stress of winter cold. I should mention your zip code places you in zone 6A or the coldest part of zone 6 so this azalea may or may not be reliably hardy for you. Depending on your microclimate, it may actually be as cold as zone 5 so make sure you plant them in a sheltered spot with good wind protection to provide as favorable a microclimate as possible.
For now, you may be able to overwinter them in a cool but sheltered place such as an unheated garage. Store them in very late fall so they have stopped growing for the season -- frosts will not hurt them. They should be kept quite cold but above freezing so the soil does not freeze solid. Water just enough to keep the soil from going bone dry. Plant once the weather moderates next spring so they can wake up naturally with the season. Best of luck with your azaleas!
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