Evergreen plants retain foliage throughout the year. Deciduous plants defoliate for part of the year. That is the simplest explanation. The various reasons for shedding or retaining foliage are not so simple. Annual plants die after their single growing seasons. They can not live long enough to be either evergreen or deciduous. Some plants just may be both.
Foliar color, to some extent, conforms to preferable environments. Monterey cypress and Monterey pine have richly deep green foliage. It maximizes absorption of sunlight within the foggy coastal regions that the trees inhabit. Blue spruce has glaucous bluish foliage. It reflects a bit of sunlight to protect from sun scald within severe high mountain climates.
Similarly, deciduous plants generally defoliate for environmental situations. Most go bare for winter, in order to be less susceptible to damage from wind and snow. Bare stems do not collect as much heavy snow as foliated growth. They are also less resistant to wintry winds. If foliated, they are more likely to succumb to wind or overburdening snow weight.
Evergreen plants may retain their foliage because they are from climates in which winter weather is not so harsh. Wind may be no more extreme than it is in other seasons. Snow may never occur. Plants from tropical regions may be unfamiliar with colder weather and shorter daylength associated with winter. Their evergreen foliage might function all year.
Some tropical plants that are evergreen within their native environments may defoliate or die back as a result of even mild frost. Some recover as if deciduous. (Those that can not survive local climate conditions are not very popular here.) For example, canna die back to the ground after frost, but regenerate later. In tropical climates, they can be evergreen.
Evergreen species from mountainous regions or extreme northern latitudes are generally uncommon here. They prefer harsher weather. Although evergreen, they are remarkably resilient to wind and snow in the wild. They are likely evergreen to always stay receptive to limited sunlight whenever it is available, though wintry weather is possible at any time.