Certified GKH Gardening Expert
They will need to be dry. What you can do is dry the sheets, cover the plant with the sheet and then cover the sheets with plastic (trashbags or drop sheets work well). Do not allow the plastic to come in direct contact with the plant as this will harm it.
If you are expecting several days of cold, sheets will not be enough. This article will give you some ideas to help keep your plants alive during the cold: