How to overwinter a roof during construction?
If anything just a tarp over the sheathing. The snow and wind will ruin the tarpaper. 
I have had A outbuilding sit through the winter after getting started and having to have knee replacement surgery, in fact it sat for well over 6 months with nothing covering it and was fine once roofed, 
I did allow a week of warm dry weather prior to roofing to allow the wood to dry out that was 2 years ago and it is fine.
I would have preferred to have a tarp but the way things happened there was no chance to get back up there but is fine today.