Winterizing an air compressor

Question

I just would like to ask if I should bring indoors, my Dewalt 15 gal. vertical oilless air compressor for the winter. I have a outdoor unheated shed I was thinking of leaving it out in, here in Canada. I was going to leave the drain plug open and cover it with a tarp. Not having the most room in the house...but I feel a little uneasy about it and with it being recently new......well....I would like to do the right thing here!?