Do I need to remove the grid for the winter?

You can, but not necessarily? Cases. If you are in an apartment or house in a place where winters keep net, you can take off, if not, you can safely leave it in the box, "winter", because the grid frame is made of aluminum which is resistant to corrosion and temperature extremes and similar material of the mesh - PVC - resistant to temperature fluctuations. But wash the net at least once a year does not hurt, the grid will gather all street dust (which by the way is good for you, because this dust will be less exposed to your apartment). For cleaning the mesh better take off and wash it in the bath or shower using ordinary sponges and washing powders under the current water.