The only way to tell if they need water is to feel the soil, as one would in summer. If the soil has become somewhat dry to the touch around four or five inches deep, then watering is probably needed. If damp when checked, then watering probably isn't needed, and it would have been below-freezing temperatures by themselves that likely caused the wilting. (Since roots can't access frozen water once the soil surface freezes, so the evergreen leaves keep losing moisture to sun, wind, and dry winter air, but can't replace it quickly enough, so the plant wilts. Occasionally, leaf curling and drooping in evergreen shrubs like rhododendron is normal with sub-freezing weather, as it's a protective measure to reduce water loss.) We would guess that they probably do need watering, as Maryland is still experiencing drought that has not yet abated. Watering can happen any time the soil surface is not frozen (otherwise it might not be absorbed well enough).

We're not certain what plant you're referring to as "Brunella"...did you mean Brunnera (False Forget-me-not), perhaps? If so, Brunnera is not evergreen and it's normal for leaves to wither and dry up by winter.

Miri