We live near Allentown, PA.
We don't cover the pool itself but we do cover the filter and pump with a tarpaulin to keep snow, ice and debris off it. We disconnect all of the plumbing and stuff the openings with bubble wrap to keep the mice out. We drain the filter and store its top, the drain plug, and any O-rings from any of the equipment inside the house.
We keep the wedding cake steps on the deck, tied to the railing, but don't cover it.