Air conditional protection in winter
Personally, I've never known of anyone to cover their outdoor a/c equipment. A quick Google found most saying no and a few saying yes...conditionally. This page summarizes their opinion as:


  Should you cover your air conditioner in the winter?  Probably not,
  but it’s worth a thought during hails and heavy winter storms.  Your
  air conditioner is one of your most expensive investments, so take
  care of it and service it properly.  I will say, one last time, that
  covering your air conditioner in the winter is not a necessary
  precaution in most cases.


It's worth pointing out, however, that they seem to be a heating and air company in California.

This page, which is a company in Wisconsin notes:


  In my opinion, it's best to leave the A/C unit uncovered. In the
  spring, our company handles more repairs for units that were covered
  during the winter.


..that's a compelling thought.

But you do have a valid concern with respect to seasonal maintenance. It would be wise to do some research on seasonal maintenance for outside compressors going into the Spring, prior to their return to use after a winter hiatus. I imagine checking for and cleaning away any debris at the least.