Hi,
I'm in zone 9 and let me give you the instructions right off the anemone packaging:
"In mild climates (zone 8 or warmer) anemones may be planted in the fall. In cold climates anemones should be planted after danger of frost has passed in the spring. They prefer full sun but will tolerate some shade. In mild climates anemones may be left in the ground permanently. In cold climates allow the foliage to wither naturally and dig the plants before the first frost. Store in a cool place that will not freeze."
Hope this helps!

Hi,
I'm in zone 9 and just planted some about 3 weeks ago....let me give you the instructions right off the anemone packaging:
"In mild climates (zone 8 or warmer) anemones may be planted in the fall. In cold climates anemones should be planted after danger of frost has passed in the spring. They prefer full sun but will tolerate some shade. In mild climates anemones may be left in the ground permanently. In cold climates allow the foliage to wither naturally and dig the plants before the first frost. Store in a cool place that will not freeze."
Hope this helps!

Barbara,
Unfortunately, De Caens are even marginally hardy for me in Zone 6-7. You'll have to wait until spring to plant them. You don't need to wait until the last frost has occurred in your area; they like it cool. I'd plant them in March-April in unfrozen soil.