The fish stay in the pond,
and while I've heard they can survive if the pond becomes completely frozen over; it's advised that a small hole be kept open in the ice so gases can be released, especially if it will frozen for several days. Depending on the size of the pond, a simple air bubbler with pump can be enough to keep it open or a heater can be purchased.
There's not much winterizing needed other than cleaning up plants and as the temperature of the pond water drops, you need to switch to a fall/spring food as they can't disgusted fatty food as well. Nights when the temperature is low, and there's the possibility of freezing, it's smart to turn off the filter and decorative pumps, to avoid them freezing and/or diverting the water from the pond and draining it when they start to thaw!