Fairly normal for the end of the season. Very carefully remove and dead or dying leaves to stop them causing the stems to rot. Reduce the watering, but keep them on the moist side of dry. Mine are in a cold greenhouse as that is the easiest way to look after them over winter, but they are totally cold hardy. No greenhouse or cold frame? Then keep them somewhere where they do not get too wet. If they are in clay pots then you may need to protect the pots. We have had problems in the past with clay pots shattering with frost.
The ones I grow in the garden get no protection of any kind over winter and I do not even bother removing the dead leaves until spring. They survive.
Good luck with them, they are lovely plants (except for the ravages of the dreaded Vine weevil.
Oh and if any stems come away when you are cleaning them up, then put them in normal rooting medium and you will soon have a new plant.
