Depending on the area you live in and how deep your pond is, you have a few options. As long as your pond is around 2 feet deep, the fish can overwinter. Some people will leave their pumps running all year for decorative reasons and to keep the pond from freezing over solid. Others may turn their pumps off and store them in a bucket of water. This keeps the O-rings inside the pump from drying out. If you turn the system off, make sure to use some sort of de-icing heater to keep a small hole open in the ice. This will let the gases escape and the oxygen in. Either way works just fine.