You should check some of our threads on winter closing. If you cover your pool, you'll need to put large inflatable pillows in so the snow and ice on the cover are supported by the water below and the pillows. Otherwise, it will tear down your walls. I had serious snow damage last year even with a mesh safety cover with the ice build-up--first time in all the years I've had my pool.
You CAN leave it uncovered. There are debris nets that should keep major stuff like branches from falling if you like, but it's not a bad idea to keep an eye on it.
Taking the whole pool down, with bigger pools, is not a good idea as the liner gets more and more brittle over the years if it gets dry. Of course, when I had a donut, I only had it three years and it had to be taken down in the winter.
I don't know enough about Intex frame pools to give you a definitive answer, but if it were me, I'd be leaving it up, only winterized. Most above ground frame pools are left up and winterized.
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