A plant hardiness zone is a way to describe a geological area where the average low temperature in winter will fall within a certain range. Plants have a general range of preferred temperature in which they will grow. In terms of low temperature the plant may be damaged or die from being exposed to the low range of it's preferred temperature zone.
Hardiness zone maps are a general way to identify the low temps in your area. You should speak to your local ag extension agent to find exact low temp ranges known to occur for your area.
Often a plant or tree will be able to survive an extreme low temp with some help. Mulch will protect roots and plastic, foam or fabric can help protect the trunk and/or upper part of a plant.
The wind chill and drying effects produced by winter winds is what does the most damage. A small amount of preparation on your part can help save your plants and trees.
In larger orchard operation the growers will use water/ice to protect their orchard as ice can act as a temporary shield to extreme low temps. Often the extreme lows will only last for short periods. This is what makes the water/ice work as a temporary shield. This is not practical for a home orchard so you should take care to plant trees that are known to survive in your area.