Unless your winters are very mild, you need to either bring it indoors and keep as a houseplant before the first frost, or cut off the foliage after or just before the frost gets it and treat like a dahlia tuber, storing in the open air on newspaper indoors for the tuber to dry off, then place into a box or pot or something with bark chips or sand, keep indoors and start into growth early next spring.
If you decide to leave it outdoors, plant it in the ground and cover well with mulch.

Thanks, I think I shall bring it in with some other plants that will also hav to winter indoors. Thanks for the advice.