What to do really depends on your climate. How cold does it get, will there be snow, are the trees exposed to sun and wind etc. And of course, a pine is a different beast then a maple.
If you do not get severe frost )So temps not dropping to below -5c) you can just leave pretty much all plants outside. I normally place the trees together in a corner out of the sun and wind and leave them there. Except for evergreens, which stay in the sun unless we have a long term frost.
If temps are expected to drop below this -5, I move them into a verntilated shed (I have the luxury of having a shed with a semi-detached roof, which will protect against spikes in temp, but otherwise adjusts to outside temperature.