Floating pond plants need to be in water warm enough to survive through the winter, and not freeze completely. Overwintering tropical pond plants need to be submerged, yet warm enough to survive. Submerge them in a tub or tank somewhere warm, like in your greenhouse or home. A pond heater can also be used to keep water's warm enough for pond plants to survive. Some pond plants can be treated as annuals, and will simply need to be replaced once temperatures rise back up enough for them to survive.
Hardy winter plants may be able to survive the winter with little to no supervision. Floating winter hardy plants should be placed in the deepest part of the pond where the water is warmer. Any dying or dead pieces should be removed so that your plants are able to focus their energy on their grown and healthy parts. It's more economical to choose winter hardy plants, as this will save you from having to repurchase and replant more greenery in the spring.