How do I plant mums to come back next year?

From what I understand, I think you need to plant them early in the spring or summer, so that they can establish a good root system before the cold weather comes. I don't know if it's a matter of planting them deep enough, but rather planting them early enough that they can establish themselves. I think you might be able to keep them inside over the winter and then plant them outside in the spring to let them take root before the next winter. At this point, it's too late to plant them outside and have them over-winter. See this helpful guide to mums for more info: http://www.briggsgarden.com/blog-categories/perennials-blog/mums/

You also have to have "hardy" mums. Make sure your plants will survive by making sure when you buy them they aren't annuals. Good luck.

I planted all types of mums with success in Texas soil.

https://www.gardenupgreen.com/2015/10/caring-for-mums.html

Yes, it depends on your growing zone and what type of Mums you get. I live in Southern VA and have had great luck with Button Mums. Planted them when they first became available then after frost I trimmed them back and mulched them. In the spring when the ground warmed up there they were. Followed that pattern each year and had beautiful mums in the garden that kept getting larger every year. Biggest thing I did wrong was I didn't keep the buds trimmed back in the spring and summer or deadhead them so that they were not ready for a big blooming in the fall. Oh, VA has clay and they still did great.