If the hydrangea is a typical tender variety (large flowers, foil-wrapped pot with a decorative bow) it won't survive outdoors over the winter in most northern zones. These are grown as houseplants. Most people enjoy the plants until the flowers fade and then discard them. They can be set outside in summer and kept to bloom another year, but the results may be disappointing.
If the hydrangea is a hardy kind, such as Endless Summer, it should be planted in the ground as soon as possible, mulched, and watered frequently for a year or two until it is well established.