Florist azaleas are usually greenhouse plants that won't survive outside in areas that have killing frosts. Regular nursery azaleas are hardy but probably not completely hardy in upstate NY. Since we don't know what type of azalea it is, we have to assume it is not frost hardy. It is ideal if you can put it where it is cool with no frost and gets light from the north, no sun. You will have to water it once in a while. Keep it on the dry side, since wet roots will kill an azalea. They need good drainage. Make sure the containers have holes in the bottom so the plants don't get water logged. Then after the last killing frost you can put it out next spring.

Here is a link that might be useful: How to care for azaleas

Thank you Rhodyman...I'll put them in the barn for the winter then. Hopefully, they'll make it...:)

If temperatures in the barn fall to close to the outside temperatures, the plants will probably not survive. Plants in pots are quite vulnerable to cold because of the small volume of soil in the pots.

If you can do it, a cellar where temperatures remain cool but do not fall below freezing would be a much better place. If the barn is the only option, make sure you put a cardboard box or another sort of insulator over the plants. This will trap some of the heat from below and modify the cold.