and what I mean by that is that it depends on what kind of wall faucet you have.
Some are just attached at the wall, and others have a 8-12" stem that essentially makes them frost proof. So, you REMOVE the garden hose and when you turn the faucet off it drains outside and the stem is closed inside the house, through the wall insulation. As I stated, I live in MN and I do exactly that. But my time spent in VA, there were definitely builders/plumbers that did not install frost proof wall faucets, and those stems are on basically on the outside of the house. You should drain them or risk the pipe freezing and bursting, which is more of a pain in the arse to deal with.