For the best protection, we recommend shutting the water off to your sprinkler system. This is especially important if your water supply to your system is in the basement of if you have any sprinkler parts, like your backflow prevention device, above ground.
Once you shut your water off, if you can locate your backflow device you can rotate the handles on the device to 45° and open the drain ports with a flat head screwdriver by turning them left 45°
Once the water is shut off and backflow device is drained, you can run the system for a minute or two to bleed off any pressure and then be sure to cover the device with a heavy blanket or towel and wrap with plastic garbage bag or similar to protect it.
This does not protect the parts of the system that is below ground, you will still want to get that water blown out thoroughly.
In addition to your sprinkler system, please make sure to disconnect any garden hoses you have connected to outside spigots as they can freeze too.