Are you going to plant it outside? If so, would leave the plant alone now..and come spring..then tidy up the old flower heads and give the room for the new growth. Any growth...old flower heads etc..will protect the new buds against the cold weather. Pruning hydrangea is recommended after worst of the winter weather is gone.. ;)
If you are going to keep it like a pot plant..maybe in cool conservatory?..then the tidy up for the old flowers is enough for now.
