If you're not going to use it, properly close it. Properly balance the water chemistry a week before close and on close day make sure it's good. Drain the water down to just below the returns, remove return fitting sand skimmer baskets, blow out the lines and if there's any substatial plumbimg runs, blow plumbers or RV antifreeze through them. Winterize the equipment properly by removing drain plugs from the pump, filter an heater if equipped. Remove pressure guages and any sight glass and gasket on the filter multiport and set the multiport to "winterize" if you have that option, or half way between any setting if you don't. Take out the filter drain plug and let it drain. If this is a cartridge filter, remove it for cleaning at your leisure.
Your choice on if you bring the flitering equipment in or not. My experience with AG pool equipment says that bring the pump in if you can. If you can't, then cover over it. Don't wrap in plastic. It keeps moisture in. Filters are made of UV resistant plastic. If you properly winterized it, it can stay outside.
Add a winterizing chemical kit from a pool stoe, to the pool water. They typically contain a shock, algacide and a sequestering agent.
Plug off your pool return with an abs winterizing plug with teflon tape. Same with your skimmer. Place anything you have handy (empty chem bottles, foam, partially filled inner tube or Gizmo(skimmer winterizing device) into the skimmer to take ice expansion and secure the pool cover in place.
Monitor the cover water level until ice in. If possible, just before ice in, drain off at least half of the water on the cover using whatever method (syphon or pump) that is avaliable. You'll hear talk of pool pillows. They are really just a pool owner pacifier. If you want to blow the money on one and are prepared to replace it regularly, by all means, go ahead. They really don't do anything to winterize the pool in practice, just in misguided theory. Most AG's here, north of Toronto, don't bother with them. It's a nice cash grab.
pool service technician / builder