In the wild, they dig a hole and spend winter in their with it's mate if they are pair.
Now, the winter is came to my tank too so i add some extra large size pleco cave for them.
And seem they love it, they get in there together or one is protect the entrance while other one is chilling in the cave.
Also lighting systems are changed and plants are dried out by season.
Now only thing i'm waiting for is next spring.