How to take care of your plants from the show
When we get home from the store, we put perishables in the fridge. When we get home from the garden show with living bare root plants, we need to keep the plants away from heat, and then get them into soil within a few days. If we do that, they're fine.
The most important thing to do with "bare root" plants is to get them out of the package and into soil as soon as possible. Moisture buildup or drying can occur in the package or out of the package. Too wet or too dry conditions are the enemies of plants. Promptly getting plants into soil helps stabilize these variables. Most plants are happy if you don't quite let them dry out between waterings. Ferns, camas, hostas, and many irises like even moisture. Our packaged plants usually do not want soggy or over-wet soil.
Plants left in the package too long will eventually rot and may even seem to disappear.
Unlike us, plants aren't warm blooded. They don't care if it's cold outside. It's fine to plant outdoors even if overnight temperatures might drop well below freezing.
You may incorporate some compost into the soil, but don't "bath-tub" your new plant in an area of pure compost, or the roots may not escape that zone to support long term growth. Cover your plant's crown with a little compost, and it should acclimate and come up fine.
The only exception to the rule of immediate outdoor planting would be east of the mountains where the ground is frozen or temperatures of 20 degrees or less are common through winter. Here, gardeners might transplant into the ground or into pots buried in protected foundation beds, beside compost bins, or in coldframes or cool greenhouses, and wait for spring to transplant into garden beds.
Where planting depth is concerned, a good rule of thumb is an inch or less deep for the top of the roots or "crown" from which the roots grow down. Epimediums and ferns should be a little shallower. Ferns will have hard little surface nubs from which the fronds will pop up; these should be close to the surface.
If the "up" end is apparent, roots can be set with an up and a down end. If the top shoots aren't obvious, roots or tubers such as alstroemeria can be laid sideways. Any plant's new shoots should be just below the surface unless they're elongating and greening or coloring up, in which case a little of the new growth can be left exposed. I like light airy composty mulch as a cover layer because it provides coverage without smothering, and provides a good "fudge factor" for different plants, depths, and soil types.
Dormant bare root handling of plants is a transplanting practice that's been used successfully for thousands of years. The material in our packages is formulated to help buffer against extremes of moisture, drying, or cold while the plants make the journey from our farm to your garden. Your plants need to be processed promptly when they arrive at their new home. Keep them cool, and plant them within a few days after purchase. Prompt planting is necessary to ensure success.
P.S. Where Clematis are concerned, 1-1/2 year-olds typically benefit from spending the upcoming growing season in a #1 or 2 pot with good potting soil. Stouter plants can go directly into the garden. Direct-planting should combine bright light with cool rich soil and good drainage. For all of them, cut back any gangly stems to lower buds. Soak the plant in water for an hour to wake it up. When planting, the roots should be spread out over good soil. The crown (below the buds where the stem joins the roots) should end up a couple of inches below the surface. You can provide a stake. It can be helpful to partially bury a potted clematis to keep it cool, but be careful not to "bathtub" it in surrounding soil that doesn't drain. Fertilize with a starter blend (don't overdo it). Keep in mind that the main goal of your first growing season is to grow roots so your clematis will establish nicely - after which you and your successors may enjoy it for decades. More information on growing clematis can be found at these sites: https://clematisinseattle.com/2012/10/27/planting-a-clematis/ and http://www.clematisinternational.com/careindex.html.