Hi Chelle - no, don't soak the cloves; plant them at the same time you'd put in daffodil or tulip bulbs (I do mine from mid to late October). Be sure to put the root end of the clove down
I don't generally mulch them, at most I cover them loosely with some "floating row cover." By the time the snow is gone my garlic plants are usually about 6" tall, so I wouldn't want to be raking mulch off them; although it might actually work out pretty well if the mulch was "fluffy" and mostly broke down over the course of the winter, then you could just leave it in place. I do put a couple of inches of compost over the entire area, after planting the cloves.
I think you'll be quite pleasantly surprised at how easy garlic is to grow!!