If you live in a tropical zone, protecting your bonsai trees when the temperature begins to dip near 40 F degrees can be as simple as bringing them into a more protected and warmer inside environment, taking care that humidity levels are, also, paid attention to.
However, if you live in a temperate zone where winters can hit and stay at or below freezing, you need to devise a method of allowing your bonsai their natural dormancy and protect them from freezing.
Whatever method you choose, putting your bonsai into protection before the first freeze is your first best step to successful wintering over. Conversing, taking your tree out of protection too soon in the Spring can have the same affect. Wait a bit longer to make certain all chance of freezing and frost have past before introducing your bonsai back to a shaded, outside spot.
A moderate schedule of 0-10-10 fertilizer can be used to add strength to new growth and help bring your bonsai into a new season.
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