i'll assume the hydrangea is in a pot, since you said you moved it. please wrap some blankets or burlap around the pot. since it's not in the ground, you need to protect the roots. if you can move it to a covered area - like an unheated garage, that's even better.
also, you will still need to water it - a good soak every couple of weeks should be enough.
i'm sure it will be just fine - they do tend to die back a bit (depending on variety) and will grow back once the warmer weather sets in.
if you do move it to a garage, leave it there until it is consistently above 45 at night. then you can bring it back outside.
arrives, you really should put it in the ground - then you can just put a heavy layer of mulch around it for it to over-winter (much easier than dealing with wrapping a pot or moving it back and forth!).
hydrangeas generally need partial shade to have the best growth...morning sun is best with shade during the hot afternoon hours. late day sun is okay too.
if you can't find a spot with those exact conditions, that's okay too...just find some place that will offer shade for the majority of the afternoon sun and just give it extra watering. they're thirsty to begin with...and the extra sunlight will dry them out.
do you know the name of the variety? i ask because some bloom on new growth and some on old...it'd be nice to be able to tell you when to prune it!