Karen, from zone 8 through zone 6, they die back each winter and re-emerge in the spring. I don't mulch mine at all. I recommend those in zones 4 and 5 to heavily mulch them, or if just a few or in pots, to dig them up and over-winter them dry in an area that does not get below 20 F. You would simply re-plant them in the spring, when the weather stays above 20 F.