If the plants are hardy for your zone, and have had time to establish their roots in the soil before winter, they should be OK. Repeated freezing and thawing can damage new plants, heaving them right out of the ground, so you have to watch for any that start to pop up and push them back into the ground. Some people like to cover their flowerbeds with evergreen branches for winter in case there is no snow cover, but I have not done this because I worry about moisture collecting under the branches and causing rot. In the past I have tried mounding sand or gravel over doubtfully hardy plants, with some success. Now, though, if a plant doesn't make it through winter without protection, I replace it with something else.