Warm season grasses are often difficult to establish with a fall planting time, especially in colder climates. It is even not advised to do so here in my very mild zone 8 climate. And if true pampas grass (Cortaderia selloana) is what you ordered/received, then you should be aware it is not reliably hardy in zones lower than 7, although some have had success with it in colder zones.

Rather than unpotting and disturbing the roots now (when they are about to go dormant), I'd suggest just heeling the pots into the soil in a somewhat protected location and covering them all with a thick layer of straw or other mulch.

Other posters in colder zones may have better suggestions.

What do you mean by "Pampas Grass"? Are you sure it is hardy in the frist palce for your climate?