If you live in a climate that is cold enough for your sedums to fall into the “tender perennial” category, you may need to take steps to protect them from harsh conditions over the winter. If you are mainly concerned about moisture/precipitation, you could try putting the sedums in pots. The soil in the pots will dry out more quickly than soil in your garden beds. Put the pots in a sheltered spot. But if you are mainly concerned with the cold temperatures, it may be wise to bring the pots indoors. If you have nowhere to put them and absolutely must keep them outside, try wrapping the containers in an insulating material.