I planted a beautiful bleeding heart for the first time this year and don't know what to do to winter it???? Do I cut it back?

Just let it die back naturally, then cut off the dead stuff. If you have the most common one, it will go dormant (die back) in the summer heat anyway.

Yep, just make sure you remember where it is in the ground....Mine already went dormant and died back so I cut it back....want to make sure that next spring I don't go digging around where it's buried though....I placed something behind where it is so I'll remember......