how and when do you prune hydrangeas

That depends on the amount of frost you are likely to get in your region. In Britain it's best to leave the dead flower heads on all through winter until all danger of frost has gone as the new shoots are then protected by the old heads, then you can prune away the dead heads and also prune out any dead or old wood.

The best time to prune is very late spring, only trim lightly just the dead flower heads, down to a fresh bud. hope this helps

This is good advice for H.macrophylla, the one everyone knows as Hydrangeas, but for H. paniculata you prune them in February and you may remove as much or as little as you need to. They flower on new wood as opposed to last years as H. macrophylla do.