In the South (the north probably varies), if you can dig, you can plant. And yes, frost heaving, freezing completely (which kills them usually), and dessication are the enemies of potted plants in winter.

In general, it's mostly true they always do better if you plant them any time versus holding in pots. The exception would be if you can't provide some extra water and/or shade to ease any transplant shock...and you would be able to control that in the pots. My other exception is if they're so tiny, you'd lose them in the ground/weeds. (lol).

Dig hole, insert potted plant, backfill, and water well. Nothing much simpler...you may wish to firm the soil a bit before watering or even after...depending on soil type. Don't compact it..just make sure it won't easily wash/blow away.