As long as they are planted in well draining soil, there is nothing you need to do to prepare these plants for winter. Most are very hardy and do not mind cold nor a covering of snow, if that is common in your area. "Stonecrop" is a common name that is often applied generically to all manner of sedums so I'm not sure to what specific plant you may be applying that term. Some sedums are evergreen and will hold their foliage all winter - others tend to hunker down and behave more like a herbaceous perennial, disappearing in winter and emerging fresh in spring. Taller sedums, like species of S. spectabilis and related hybrids (eg. 'Autumn Joy', 'Neon'), are often left intact throughout winter, as their dried flower heads add winter interest and they produce seeds that birds appreciate. If you choose this method, remove the old stalks in very early spring as the new little cabbage-like shoots emerge.