Heldi, you don't say what size your plants are. If you plant them out and they get to around a foot tall there is a good chance they will survive a moderate winter. I leave the seed pods on over winter and then once the fear of frost has gone in the new year, cut the plants back by about half. This method allows the tips to be sactificial in frost or snow and then stimulates good new growth for the next year. You could also try taking some soft tip cuttings and keeping them in the greenhouse over winter.
Good luck