Rose of sharon is a tough plant that should need no special protection over winter in your area. It likes moderately moist soil, but tolerates dry conditions quite well. To help ensure its survival this first winter, make certain that it is watered well going into winter.
It's not unusual for a woody plant to put on very little growth its first year. The old adage ""The first year it sleeps; the second year it creeps; and the third year it leaps"" often holds true.