Frozen water in your pipes will break your plumbing, if not properly winterized.
Never done it myself yet, but I understand the winterization
process for places that go below freezing on a regular basis, is to get all water out of the plumbing, capping the jets, and adding environmentally safe antifreeze in key places.
For short periods of freezing, constant running of the pump can prevent water freezing and keep pipes safe. Many automatic controllers have a built in function to do this, called freeze protection. If you get serious winter weather, freeze protection like this is probably not enough.