I had one ordered from Logees last month and it died on me :(

the mistake was that I over watered it. papayas like it on the dry side

Yeah, you need to plant them in a mound and dig a trench on the side, its not going to be easy. I've seen people do it though, with huge plants.

will they die back in our winter here?

They will unless you protect them when it freezes.

They are pretty sensitive plants, the hawaiian more than the mexican. I gotta build my greenhouse and try growing them in that. I'm gonna build one that I can put under my covered back porch in the summer (with some 6500K grow lights) and out in the sun in the winter.