I would let that clematis cling all winter. It will act as protection from drying winds. I do think you should prune back the clematis in the spring however to let the boxwood absorb some light on the foliage that it covers. Don't worry the clematis will grow back by next winter. You did not mention the variety of clematis. The proper time to prune your clematis depends on the variety. In general the spring bloomers such as clematis armandii and clematis montana are pruned after they flower in late spring. The summer bloomers like clematis jackmanii and clematis Nelly Moser are best pruned in early spring. Send us a photo when your clematis is in glorious bloom hugging that boxwood. Sounds like you have a lovely garden. Keep growing, Marianne Binetti