Watering newly planted material at any time of year is dependent on your climate. The soil should remain moist but not wet and should not be allowed to dry out. Root growth will continue as long as soil temperatures remain above 40F, but will be far slower in winter than earlier in the season.

Moisture evaporation from the soil is much slower in winter with colder temperatures and in many parts of the country, rainfall increases so watering in winter is usually not needed as often. In my climate where one can plant virtually all year long (soil doesn't freeze to any significant extent), plants are given a thorough soaking at planting and only again if the weather remains extraordinarily dry - not all that common here in winter :-)) It is most important to make sure plants are well-hydrated before a hard freeze or prolonged cold spell, as very cold weather tends to be dry and can dessicate plant tissue, specially evergreens that are not yet well-established or have not been properly hardened off. Mulching will help to conserve soil moisture and prevent soil temperature extremes.

The short answer is you're going to have be the judge, based on your weather and your soil conditions.