chuck,
throw mulch around the base of the plant.
Preferably pine mulch.
Leave it alone, the leaves will fall off when they fall off.
It will be fine, and in the spring, it will regrow for you.

Review the information on the link below so you can research what type of hydrangea do you have. The macophyllas (also called mopheads or lacecaps) and yhe serratas (they look like smaller size macrophyllas) will need winter protection in Zone 5.

Here is a link that might be useful: Identifying hydrangeas