My pumpkin plant died why ?

It was growing well and even began to produce a pumpkin But the cold weather came and the leaves turned white and the plant began to shrink. It most likely died due to cold weather but I'm wondering if it could have been due to anything else. Are pumpkin plants only seasonal and die in the winter or can the plant thrive in the winters if I cover it with mulch? Is that what I was supposed to do? I need help from someone who knows their stuff!