Cala lily usually means Zantedeschia of some sort, but there is an actual plant called Calla, so need to establish which one you're talking about.

Assuming its Zantedeschia, the variety would be useful to know, but if its got coloured spathes (flowers) rather than just plain white, and particularly if the leaves are spotted, then it won't survive outdoors anyway over winter. You can either dig it up and overwinter it somewhere frost free, or use it as a houseplant. Water normally, from the top, empty any outer pot or tray of excess water after 30 minutes, water when the surface of the compost feels just dry to the touch, and water thoroughly when you do it. Don't keep it near a heat source, and give it a position with bright daylight, away from draughts.

Thanks Bamboo for the reply, yes my lily has got coloured flowers on it and the leaves are spotted so I will keep it as a houseplant.