One could tie them to fence posts or set them in their traditional tree stands. The Christmas trees will be most effective if they are placed close to the feeders, and the trees will remain green right through the winter 3 . Cover, where birds can quickly flit into to hide from predators or use just for a resting place, can be in the form of deciduous trees or bushes, tall grasses, or a brush pile of discard twigs and branches. The latter is useful if one does not have sufficient cover nearby and wants to provide some quick hiding and perching spots. See Trees and Shrubs as Wildlife Food for landscaping of trees and shrubs for shelter and food.
Shelter can also be in the form of nest boxes, or special roosting boxes.
Nightime roosting shelters. While water is the least important of the three things I am discussing it can make a difference to the number of birds visiting your feeders. While we often think birds do not need open water once the snow has fallen, this is really not true. First, there is often a critical transitory period when there is no snow on the ground, yet all the puddles and small streams have frozen over from the cold. They must fly to a large open water source, like the lake, but this can be quite a distance from your feeder and the birds might decide to stay with a feeder that is closer to the water.