Arp Rosemary

I bought several ARP Rosemary plants in the spring but there were no instructions for winter protection for the Niagara area, Ontario, Canada. Can I leave them outside and what do I cover them with.

Covering the plant with first burlap and putting plastic over that -with a fist sized hole in the top to prevent the sun from cooking the plant, plus a generous mulch around the base should be enough protection for zone 6 to 7 location.