Once tehy have completely died back you may want to lift the bulbs from the ones in tubs and store somewhere cool and dry over winter and replant in your tubs next spring. The ones in the ground can stay exactly where they are. Cut off the flowering stems once they have finished flowering and let them die back naturally.

I just leave mine in the pots to die back naturally until next year. When they start growing again watch out for the lily beetle!!!

If they are actual Lilies (Lilium species), I would feed and water the plants until they naturally turn brown, then just leave them where they are. Their bulbs don't store well under dry conditions, so if the tubs are stacked where they can't get rain, I would water them once a month or so, just to keep some moisture in the bulbs. Usually bulbs in the ground don't need this.
If they need moved, I would dig them up, or tip them out of the tubs, about the time you would be planting daffodils. Plant the bulbs about 6 inches deep, except for Madonna Lily (Lilium candidum), which should only go a couple of inches deep. Madonna lily is only hardy in the mildest parts of the UK.