It's best to water not on a schedule but instead based on monitoring the plant's needs. Feel the soil about 4-6 inches deep next to the root ball and water the plant only once the soil has become somewhat dry to the touch at that depth. This assumes the azalea's root ball was loosened well upon planting, as if not, that can make watering (and determining when to water) more difficult, because the potting mix inside the root ball differs greatly from the soil surrounding it; one will dry out faster than the other.

Any plant that has been in the ground less than a year or two should be monitored regularly for watering needs year-round, since it generally takes new plants a couple years to get established. Granted, in winter, the plant will not need as much water since it's dormant, but dry winter air, sun exposure, and winter winds will still dry out the soil and any evergreen leaves present as well. Winter drought has damaged or killed well-established plants that didn't have any issues with the cold itself; we saw some of this in spring after last year's significant periods of drought.

Evergreen plants are more vulnerable to winter damage from soil drying than deciduous plants, since they need to keep their leaves hydrated. If outdoor spigots and hoses can't be used, you may need to water as-needed with a watering can. (Use tepid water, not too warm, so there isn't a drastic temperature change. Cool or cold water would be fine, but it may take longer to soak in than tepid water.) Depending on the size of the plant, soil type, and other factors, it may need 1-3 or so gallons of water to thoroughly soak the root zone. You can only water (and check for water) when the soil is thawed, so keep an eye on watering needs if a prolonged freeze is forecast.

Miri