You need to make sure the skins cure so remove any leaves that may stop sunlight getting to the pumpkin. Then as long as there is no frost you can leave until the vine dies back. When you cut the pumpkin - cut enough stalk to make a "handle" as they keep better this way.
You need to store them in a frost free area, I keep mine in a spare unheated bedroom.
My pumpkins and winter squash last year kept well through last winter and I ate my last one (Crown Prince) in March this year.
Hope this helps :)