Can I winterize sprinklers by running them with the water off?
Turning on the sprinklers after the main water feed has been shut off will not adequately drain you lines before freeze weather. 

In rare instances some sprinkler system installations may have been setup with slope on the distribution lines out to the very tail end of each line. That tail end would also need to be accessible to be opened to let all the water flow out under gravity driven flow. 

So you need to either get a professional out or could DIY if you have all the proper equipment. Often compressed air is used to force the water down the lines from the valves out to the extremities of the distribution lines. This air purge process may require removal of some sprinkler heads and/or closing them off so that the compressed air does not just leak out of the first heads on a line.