An easy way is to provide evergreen shrubs with winter protection begins by building a wire cage around them. To build the wire cage, first secure poles into the ground. Then attach chicken wire or a wire with a heavier gauge to the poles.
When you're done building this structure, fasten burlap to its sides. The burlap will serve as a windbreak against the drying winds. This is important, since the frozen ground in winter locks up the water supply, essentially creating desert conditions. Minimizing foliar moisture loss from drying winds could help save your evergreen shrubs from winter burn.
If you wish to keep your evergreen shrubs "on display" during the winter, there is still some winter protection that you can provide for them. But it's preventive winter protection, in the form of proper watering during the fall. Again, the winter damage that evergreen shrubs and trees sustain often stems from their inability to draw water from the frozen earth. Proper watering practices, then, can be an effective means of protecting evergreen shrubs from winter damage. Watering tips for evergreen shrubs can be found in the next FAQ, on trees.

