Watering in a freshly planted tree is the right thing to do, always.
It is preferred to plant dormant trees while they are still dormant, that way the wake up in their new home and start sending out new
roots.
I always try to plant new trees in the winter time or just before winter, I usually get a price break too, since they would rather have new stock coming in spring and cost of winter trees in a nursery means time and money lost to care givers and water company.
With newly planted trees, don't put any mulch near the trunk, that invited voles and other bark nibblers to have a free meal in the wintertime.
As with all plants, roots survive really cold temps better if the soil is just damp
enough. That means you might need to water them
should you find their soil dry, it is time to water.
The one problem is like Crt Jakhel mentioned, a ring of 1/4 inch wire mesh around the trunk, not against it, will help and then no mulch within 6 inches at the minimum.
Most trees won't worry about grass growing out away from the trunk anyway.
Redhawk