Q.How Do You Winterize A Banana Tree?
They are currently planted around our pool. The ground is covered with under-layment and rock. We live in Illinois so do get snow and frost over the winter.

Certified GKH Gardening Expert
This depends on the cultivar. Hardy bananas can stay outside, given that they are well protected.
That doesn't look to be a hardy type, though.
These will need to be dug up AFTER they have died, completely. Growing them in a large container will be an easy way to winter them indoors, without having to dig them up each year.
Here is an article that will help:
https://www.gardeningknowhow.com/edible/fruits/banana/banana-plants-in-winter.htm