I have seen these JBP's go both ways here in Mass, zone 5. We have a couple of members who have them planted right out(one along side a driveway), we also use cold frames for most trees, including azaleas which don't do well below freezing, and they do well, but we are also now called zone 5B here now, where you are could be 5A, which would be at least a bit nastier. If you are 5A I would suggest mulching over, in an unheated garage, or shed, as Brents artcles no doubt talk about.
remraf definately take in Brents articles, he has some real good stuff at his site, he's also one of our best sources for info, and stock.
Good Luck - I have pm'd by the way.