That's really up to you. Each winter, I usually drain the water basin as best as I can and use the trap door to remove the pump from the basin and store it. I've also left the pump inside (unplugged) and used a waterproof tarp to cover the entire fountain/rock area so that no water gets into the basin over the winter and freezes. If the pump freezes inside of the basin you'll likely do permanent damage. If you live in a warmer climate you can probably get away with unplugging the pump and draining the water a bit, then refilling the basin in the spring.