Hello David, and a warm welcome to you!
There are a few alpines that do prefer to be protected from winter wet ( and some that resent summer wet too - a bit like most of us!) -but those are not in the general run of alpine plants that you are likely to buy. If you are buying from a good specialist nursery they will be able to advise you if a plant is better given some cover. By and large though, alpines are immensely hardy little things that will cope with all sorts of weather. As you get some experience in growing them you will discover that the odd one will be a bit fussy about its position, but most will grow well and give you great pleasure whether grown in a rock garden bed, trough or raised bed or in pots.
If you plan to grow a lot in pots it may be a goo idea to get some sort of cold frame so you can put the pots in it over winter- to give that bit of extra protection to the plants and the soil they're in if you are in an area where you get very cold/severe winter weather. Most troughs can provide enough protection to the soil in them except in deep freeze weather.
( see our list of some of the very best nurseries here:
http://files.srgc.net/journals/NurseryListSRGC.pdf )
You are entering a world of plants with an amazing array of features- from all sorts of places around the world, where they survive in what we would think of as impossible conditions- Enjoy!!
