Did you buy the kit with seeds or is this already an adult sized plant?

It is an adult plant size small from carnivorousplants.com.

The plant arrived yesterday, bare root, and I planted it in a small Terracotta pot with a drain hole and a saucer on the bottom. I planted it in a mixture of moss and perlite. I gave it a good soaking in some distilled water. Since it's winter, and I know they need a dormant phase, we are keeping it in a cool window sill. It shouldn't get too much light, as the days here are naturally quite short in the winter. If anyone has any advise on what I am doing either right or wrong, please let me know.

It may not be cold enough in your windowsill for dormancy, unfortunately, most people keeps their homes too warm. Have you read up on dormancy requirements, and does it hit the proper temp there? What direction does your window face? It also may not get enough sun there the rest of the year either. Sarracenia are not good "indoor pets", as they require full sun to do well the rest of the year, and there's free meals for it outdoors too.

As far as the pot goes, taller is better. Sarracenia can get very large and long roots systems if growing well. Terracotta should be fine if you are watering with distilled or RO water, but if your tap water is low enough in TDS that you can use it, you might still have a problem with salt and mineral build up over time. Just something to watch out for, so flush it well when you water.