Hello Jay,

If you use burlap, I would wrap the tree before a forecasted storm, and then promptly remove it once the snow is done falling. You wouldn't want to leave it wrapped all winter. 

You could also use twine/rope or canvas tree strap to wrap up the branches for winter, but again, you would want to remove in spring and not keep it tied up all year. I have found it easiest to start at the base near the ground, and tie to the trunk and then wind the strap around the plant, ending at the top. Don't wrap it too tight, you want it to be snug enough to not shift, but loose enough that there is some give to the branches. Do not use the plastic tree strap products that can dig into the branches. 

I hope this helps!

Dawn