Depends a bit where it was when you bought it - if it was inside, then it needs hardening off. If it was outside, but under shelter, then best keep it in a very sheltered spot in its pot until the weather warms up, say up against the house wall, out of cold winds, and preferably where it'll catch some sun if we have any. When the weather does warm up, you can plant it out.

Good advice from Bamboo, also keep an eye out for them if you live in a cold spot over winter as I lost two of my beautiful ones in the exceptionally cold winter of 2010/11 in my borders, but it was really cold, the one I bought to replace it I put in a large tub at the side of the house and it has done well this winter, but it hasn't been anywhere near as cold as in 2010. Good luck with it. :O)