Snow falling from the sky on your arborvitae isn’t a problem Snow sliding off a roof and crashing down on it is. If they are located where this will happen, then a wooden shrub cover will be needed to protect it. If it is in a location where deer can find it then surrounding it with deer netting will be necessary. Wrapping it with burlap for the winter will protct it from wind if it is in a very windy location and also prevent deer damage. Wrapping in burlap for the dormant season has nothing to do with the interior turning brown. More on winter protection here: http://blog.timesunion.com/gardening/the-fall-cover-up/7236/