Doesn't need protection during winter, but training and pruning are things which should be done. Pruning is carried out in midwinter, or by 15th February, and in August - training consists of deciding how many main, vertical shoots (eventually trunks) you want and how high you want them to be, then when they reach that height, cut the top out. Pruning is on the side shoots (laterals), which get reduced. As yours is a young plant, the training part is more relevant than the pruning - until next August, probably.
Also ensure you have enough trellis in place for the plant - it will get at least 30 feet tall and the same wide.

Thank you bamboo for your advice,Just hope it survives,We don't have great soil either mainly clay< i did mix in a bit of growmore when it was put in,and has shingle over the surface, hope i did this right, being a newbie i'm trying so hard not to kill everything off :-)

They're hardy plants, so should be okay, but I'd ask how close you planted it to the house wall - if its less than a foot to 18 inches, you'll need to make sure it gets lots of water from you rather than relying on the rain - or move it further forward.
Welcome to GoY too...

Hello, Silver! Welcome to GoY.
Don't worry too much about the clay-ey soil, Silver - our soil is chalky clay over rock, and our wisteria is forty feet tall, with a main stem of about 12" diameter. There's no stopping it. Another thing is, once it is established, there seems to be little you can do that will kill it. Ours was cut "To the bone" - i.e. there were just the main trunks left, by builders one April, and we seriously thought it would never recover, but the following year you couldn't see the house for flowers. We never feed or water it, and still it goes on. We also planted another 2 years ago to grow up over the summerhouse, and that, too has raced away with very little care from us, other than to tie in the shoots and to trim the bits that are a bit too energetic! Good luck!

Thank you very much everyone,I have been out watering it once a week,Hope that was sufficiant,My parents had one years ago over a pergola it looked so beautiful,It's always been a dream to have one of my own,I probably be near 60 the time it looks like theres did!