Traditionally you would mulch the soil really well, 4-6" above ground, then put stakes in the ground outside of the rootball, staple heavy burlap to the stakes, fill the gap with straw and be sure to have enough burlap that you can cover the top of the plant with 4 -6" of straw. Push the straw down, otherwise it settles and you would need to add more later. When temps stay below freezing is when we did it when I lived up North .
Other people just wrap multiple layers of burlap and don use straw. It really depends on how cold you get in winter. We never trusted that it would not get down to severe temps so, we used the straw.
