Some people lift them and replant next Spring but I leave mine in and they seem to look better every year.

Yes, you don't need to lift them, but might want to put a marker in the soil so that you don't forget where they were.

Lifting or not depends on the draining qualities of ones soil and the likely Winter temperatures. Here, if we leave them in the ground they disappear. In our old garden of sand and warm winters they survived. Take your pick!