These are very used to the cold winter and survive in worse conditions than your location. The issue is, as others have said, that you don't know what conditions this was living in for the past few months in Ohio. If it was outside, getting exposed to colder and colder temperatures, it can (and should) be put outside on the ground in a shady spot *right now*. If it was grown in a heated greenhouse for the last few months, it's not really ready for freezing temperatures. This is tricky. I'd put it outside in a spot against a house foundation out of the wind, ideally on the North side of the building in the shade, dump a little mulch around it and forget it exists until spring, except for making sure it has snow on it. Your first job is not wiring or pots, it's keeping this alive. Once you can do that until next summer, the tree will be there waiting for you. If you mess with this tree now, it will very likely die.
Edit to add, and I mean no offense: this isn't very special material and you can find similar and/or better stuff at any garden center or big box store for very cheap prices. This is why I'd put it outside as described above and ignore any concerns about whether it has been conditioned for the cold. If it dies, it can be easily replaced, but putting it outside gives it the best chance.