Winter is actually a good time for the rhododendron to be moved. Most people avoid winter because digging is difficult in frozen ground. It should have been easy for the workers to keep the root ball intact. You don't need to water until the root ball thaws out. The water won't do any good until then. Make sure the root ball is not planted deeper (lower in the soil) than it was originally. If it is, it would be worth raising it before it thaws out or, alternatively, lowering the surrounding the soil as long as it doesn't create a depression that will collect water. Also, make sure that the mulch is replaced, or if you didn't mulch it, mulch it now. The critical time will be this spring when the ground thaws out. You will have to make sure the root ball never drys out and never gets too wet. Either can be fatal. The goal is to keep it a little moist but never wet. A good soaking is OK as long as the ground is well drained (percolates well) as long as you don't do it very often, and then only when it is a little on the dry side.

If it seems to be struggling in the spring (looks wilted) you may prune it back to reduce the leaf area. Do not water unless it is on they dry side. To much water will make it wilt also.

Here is a link that might be useful: How to grow rhododendrons and azaleas.