It will depend on how hard it freezes where you are. If it does freeze.
I am also presuming you don't have anywhere like a greenhouse you could plant them in pots, then put them out next spring.
I would suggest you plant them and leave them alone until at least next spring. Don't try to harvest anything. Leave them to gain energy. If they live through the winter then great! If they don't then there wasn't much you could do anyway.
You might try to put a lot of cover over them. Say, dead grass and such. This won't stop them freezing but will reduce the loss of water while frozen.
If they live through the winter, and they show vigorous growth next year, then you can harvest. If they live but are not vigorous, maybe you have to leave them alone another year before harvesting.
On the family farm we had a hard cutoff date after which we did not harvest any asparagus. After June 1 we left them alone. The idea was to leave them energy to get through the winter. That date will be different in different climates.