Around late November after we've had some freezes but it hasn't gotten terribly cold yet, mulch several inches deep around and up against the trunk. Leave the mulch there until spring. It's important to do that for at least the first couple winters while it's young. As Julesmom said, they are late to leaf out so don't dig one up in May thinking it's dead. Even if it doesn't start to regrow until June, it will still have time to bloom.

The trunks on mine don't die back here in SW Missouri and yours may not either especially as they get older so make sure you don't get a variety that gets bigger than you want.

Here's a good link. There a paragraph on hardiness that says "The USNA hybrids that have Lagerstroemia FAURIEI as a parent are hardier than Lagerstroemia indica cultivars".
Those hybrids would be less likely to die back for you.
Click on the link for the "Crape Myrtle Quick Guide Chart" close to the top to see descriptions. There's a poster on the same website that has color photos too.