There is a drain plug with your
pump,
filter,
heater and chlorinator. You can drain water from these plugs but it is better if you get your old Shop-Vac and blow the line out ensuring that no water is left inside the plumbing lines.
For a DE pool filter or a
cartridge filter, take the grids or cartridge out, clean them, and store them away for the winter.
Take these plugs out of these units because If you plug them back up and water get into them, they might freeze over and crack your equipment.
Put the plugs in the pump basket so you know where they are next spring.
For sand filter, put the Multi-Port valve in the "winterize" position and remove pressure gauges if any.
After draining the pump, turn it on for a second or two to get the water out of the impeller.
Check your heater instructions to see whether the manufacturer recommends removing the heater tray.