Plant them as soon as possible, so their roots can begin to establish. Keeping a hardy plant in a container over the winter risks more root damage and stress to the plant than planting it late would, since the root mass won't have the benefit of insulation from the surrounding soil. Container plants also dry out faster than plants in the ground do, so it would need regular monitoring for water in addition to a chilling period that doesn't freeze/thaw the container too much, which is tricky.

Plant and monitor the shrubs as you would any other time of year: dig the hole only as deep as the root ball but at least twice as wide, loosen up any tangled/matted roots, and water the plant in well after it's planted. To determine when to water again, check for moisture by feeling the soil about four to six inches deep next to the roots. If it's damp to the touch at that depth, watering is probably not needed; if drier, water well to rehydrate the root zone, especially in advance of a predicted freeze. Desiccation damage on the foliage might not manifest until sometime in spring, even if it occurs mid-winter, so evergreens need to be kept adequately hydrated if the winter weather is too dry.

A burlap cover won't benefit the plant much, though it might reduce the risk of winterburn a little bit. Winterburn is the term for winter desiccation that often manifests as brown and/or dry leaf margins (or entire leaves) that resulted from drying tissue that could not rehydrate fast enough to prevent tissue damage. This can happen when moisture in the soil is frozen and inaccessible to roots while the leaves continue to lose moisture to evaporation. If you use burlap as a wind screen, don't keep it on the plant continuously all winter, but rather reserve it for covering the plant during a cold snap or particularly windy period if conditions have been dry.

Miri

Thank you, and you're welcome!