question about patio furniture covers

[lazydays]

I just purchased a nice north cape international wicker patio set and I want to make it last as long as possible. So I've been looking at table, couch, and chair covers. Here's my question, should I keep the cushions underneath the cover with the chair or should I remove them and store them in the garage for the winter. We have a fairly harsh winter here with temperatures frequently going below freezing, rain and snow. Thanks.