We break the boat down to trailer it, so it spends winter outside on the trailer. We do have hull-covers tough, so it's protected against the worst. Inspection ports are left off (hulls are upside down and inside the hullcovers, so no worries there).
Sails are mostly stored in the trailer box, but only if it's really dry. If the box is moist, we take the sails home and store them in the attic instead. I dont think they will be damaged in the box even if they are somewhat moist, but why take the risk?
We always take battens out of the pockets before putting them in storage, as we have had some battens resemble screwdrivers in the spring..