Winterizing new wet-treated pressure treated pine deck
Leave it exposed to the elements. You're not doing it any favors by sealing it with plastic. In fact, you'll run the risk of staining it by trapping moisture and/or fostering mildew and other grossness. It's better to let it dry out gradually over the winter and have it seasoned and ready for sealing in the spring. 

It may fade or gray out slightly, but the product you apply should bring it back to beautiful with no problems.