You don't say which one it is - O. triangularis needs a bit of shelter and protection for the winter. The others just disappear and regrow next year by and large, unless you've got a tender variety.

I have Oxalis deppei 'Iron Cross' - the one with the dark brown 'cross' in the middle of the laves, and salmon pink flowers. They grow from corms, and disappear for the winter. They are always very late in reappearing, so if it's them - be patient!

I grow O. triangularis indoors, as a pretty houseplant.