I just put in a bunch of perennials, with little knowledge of what I'm
doing and I need some general advice for the rapidly approaching
winter.

The plants I have are things like phlox, tickseed, blanket plant, some
kind of chocolate plant (named apparently for the color of it's
leaves), etc. What do I do with these things for winter? Should I cut
them down and cover them with mulch? Leave the foliage and cover them
with mulch? Just forget them until spring?

All of them are supposed to be hardy for zone 4, if that makes any
different. Any help will be greatly appreciated. Thanks!