If they're non-hardy fuchsias, then you need to take them into a frost-free place for the winter.

If they're the hardy ones, they can stay in the soil but don't cut the top growth off, it acts as a winter protection for the plant. Leave it until spring when you can see new shoots at the base, and then cut it back.

I try to mulch the bottom of hardy Fuchsias for winter - if I can keep any covering on in the gales. You need to protect the roots a bit if you can as the plant regrows from there.