We never (normally) get cold enough to have to. I have eighteen of them scattered around the garden, mostly planted in the ground, so couldn't anyway. Last winter, despite some heavy hail one night, was fairly mild, and some of the plumeria did not even lose their leaves.
We did have a bad frost, and dip below 32 a number of years back, and I had all my tropical plants draped with every spare sheet and towel I could muster. The bougainvillea took most of the damage that year, but everything bounced back.
Cheers,
Mike