I think they require some protection in a cold area.
I had one in a previous garden and it grew next to a shed and I never gave it any protection. I dug it out because it was taking over and getting too big.

Since they are woody stemmed things I was wondering if they needed cutting down for winter or just leaving alone.

I just leave mine in the ground and prune back in late March. Mine has come through the -15C of a few years back. Dont like to be waterlogged though.
You could take a few security cuttings if at all worried.