You can cut back the leaves once they're blackened by the first frost, then either keep it in its pot in a sheltered corner or a coldframe/greenhouse, or take the tuber out of its pot and store it in sawdust or dry compost.

Or leave it in the ground if that's where it's planted, and hope that we don't have too cold a winter. If you live in an area that's not too cold and have a well drained soil it's worth a chance. Probably. At least, that's the conclusion I've come to for my cannas , which I've grown for the first time this year. Keeping my fingers crossed.....