They are all hardy, so they can be kept outside. In fact, keeping them in a heated place might even be detrimental to them as I believe they could benefit from some cold, but I'm sure someone will know more about this.

Personally I'd just get on and plant the where you want then to grow.

I have some Lupin seedlings which I shall put in my cold frame over winter and plant out in spring. I've tried planting them into the garden at this time of year but they always get eaten by snails/slugs. I use slug pellets in the cold frame!