Everything I've read about them says to just mulch heavy for winter protection. If they can make it through a Chicago winter they should be hardy in your Teri.
It may die back to the roots and stub, but will send up all new foliage as soon as your growing season begins.
The important thing is to get it started in the ground as soon as you can safely plant in the spring. That will give it time to grow a nice healthy root system before your winter weather arrives.