Answer: Now that it's springtime, go ahead and cut back any dead foliage. If the roots survived the winter you should see new sprouts within a few weeks. If the roots did not make it through the winter, you may have to replace the plants.
You didn't mention your city or state so I don't know if the plants you listed are rated hardy for your growing region. If they are, covering the soil around the plants with several inches of mulch, straw or even pine boughs can often provide enough winter protection to keep them healthy during the coldest months of the year. If they are not winter hardy in your area, they will die, regardless of the protection you provide. In this case, consider them annuals that you'll need to replace every spring.
Best wishes with your garden!
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