Late build in MN - continue to stain?

1) Minnesota
2) 360 sq. ft. deck facing west >> full sun
3) Ironwoods Ipe
4) Deck is not yet installed
5) N/A

We're building a deck late in the season and the weather is getting to be pretty cold. However, temperatures next week will range from 45F - 65F depending on the time of the day. The first question is - should stain be applied at this point, or should we let the wood be installed and go through an entire winter without protection? Also, I'm not clear on whether the decking needs to be cleaned and brightened if we do proceed with staining, since this is brand new lumber that was recently shipped to us.