I would prune all dead foliage off the Hydrangea brush. If they are not dead and you need to trim some because the size of the plant you should trim the stems at the node.
Lop off all the stems about one inch above the "Y" . Also make sure you take all the old flowers and leaves and place them around the bottom of the plant as mulch.
It depends on what kind you have. They set their buds for next years blooms at different times. So you need to know which one you have in order to find out when to prune it.
Well to prune them, be sure to have the right amount of temperature outside. So make sure that it's cold and not hot. Also use fertilizer in your soil. Compost may help.