I'm in northern Vermont, and don't do anything for my clemmies. The only ones I think the cold killed were a montana and florida sieboldii. I think Nelly will be fine, although I don't grow her.

Most of mine have just sat there too. I planted different ones then you, Earnest Markham, Dr Ruppel, Beauty of Worcester, and Henryi. All have just sat there, did not die, but just sit there. I look at it like, "They're growing roots" :) I hope to see more vining next year. Of course, I did prune them hard when I bought them, and even again in late June.
You don't really have to do anything. Just make sure they stay watered well and before the ground freezes. What ever leaves there are on there will brown and fall off. That's ok, they'll grow more next spring.

What has already been said is pretty much SOP - most clematis do not require any sort of winter protection. The exception would be those that may be marginally hardy ('Nelly Moser' is NOT!) or those planted in containers. If exposed to a lot of winter wind, you may want to consider cutting back very tall, topheavy vines to prevent excessive breakage.

And the growth - or lack of it - that you experienced this season is also very much SOP for clematis :-) There is an old, trite, but very true saying associated with any vine and clematis in particular -- the first year they sleep, the second year they creep and the third year they leap. Expect to see some additional growth next season but it is not really until their third year in the ground that clematis really get going.

Lack of growth on newly planted Clematis is indeed, normal.

'Nelly Moser' does not need winter protection.

Next spring when you prune your roses cut her back and it helps to keep pinching back new growth after that too.

If you don't prune her and pinch her she is likely to grow one or two long scraggly vines, a compact multiple vine plant is better.