If you live in a colder climate where you don't keep the pool open all year, you will have to winterize your filter. Personally, I have quick-connect unions everywhere. So I remove the pump, drain it and put it in my basement. I remove the multivalve, and stow it in the basement too, but first remove the O-ring, lube it, and seal it in a zip-lock bag. I do that with all the O-rings for all the quick-connects as well so the last for years. DO mark each bag with a Sharpie--for obvious reasons.
I remove the drain plug from the bottom of the sand filter, drain it, then cover it with a giant, heavy contractor garbage bag, and duct tape around the neck, base and middle of the tank so the wind doesn't rip it off. I do NOT let any duct tape touch the tank itself, just the bag. I also place a concrete block on top over the opening so snow and ice don't weigh the bag over the opening.

In the spring, I just put everything back together. The O-rings are all lubed and ready be installed, I close the bottom drain on the filter and I'm good to go! Same sand I've had in the tank for 12 years now--you should never need to change it.