They should be pretty hardy for your zone, Gail, but it never hurts to mulch deeply all around a new plant for the first winter. Just don't use something that will pack or mat down too much to keep moisture from penetrating. Loose mulch like a good wood chip (available in bags at most garden centers) or leaves mixed with wood chips are usually great. The mulch acts as an insulator to keep the soil from freezing and thawing, and also maintains steady moisture levels.
If exceptionally cold weather is forecast, a foot of mulch is not overdoing it. Just be sure to rake most of it a few inches away from the plant's base in the spring. (mulch is good for summer, too, just not piled up around the plant as you do in winter)
