Preparation of Mullein for Winter

I have a Great Mullein plant and would like to know what to do with it to prepare it for winter, if anything.

Great mullein is also known as common mullein, and by the botanical name, Verbascum thapsus. It is a hardy biennial. In its first year it does not flower, producing a low clump of grey-green hairy leaves. In its second year, it rises 5-6 feet or more in long yellow flowering spikes.
So, if your plant flowered this year then it will not come back next spring. If your plant is a first year plant then you can expect it to come back in zones 4 to 9.
There is little that mullein requires for overwintering. A mulch is advisable if you are located in zone 4. Apply the mulch (straw, dead leaves, etc.) after the ground freezes but before the first persistent snowfall in early winter.