I'm going to leave mine where they area as Cornwall is mild and our soil is well drained. When I lived north of London, I lifted some - which rotted while stored in the garage and missed lifting others - which came back the next year.

Whether they survive the winter seems to be a question of luck to a large extent.

If you do decide to lift them, let them dry off then brush off the soil. Store them in dry compost or sawdust in a frost-free place until you want to start them off again in the spring.

I have tried 3 different ways and they all seem to work ( with the odd failure sometimes of course )
1. Cut them down to an inch or two above ground level and then pile a mound of compost on top for protection in the winter.
2 Lift them, cut back the stems to an inch or two, put them in tray or box to dry off inside in the garage or spare room. After a week or so clean them up again to get as much soil off as possible , wrap each one in newspaper and store in a box in a frost free place. Label them . It's easy to forget which is which.
3 Or follow Spritzhenry's advice.