Depends on the variety. Is there a label? Most of those sold as indoor plants are not hardy.

If you bought it from the houseplant section somewhere, it will be a houseplant - these are usually much larger than the ones sold for outside bedding during autumn, with a larger corm, larger leaves and larger flowers. If it was the smaller bedding variety, these are usually just bedders, and will probably not survive the winter outside, but will keep flowering until/unless the weather gets very cold.
There are outdoor varieties of cyclamen which do survive in the ground, but these are not what is usually sold in flower now.

I was given a little white one a good four years ago and it is still flowering most of the time on a north windowsill - it has about 12 flowers on it right now. They are actually supposed to enjoy a rest but mine doesn't get tired! Stand it on a deep saucer with grit in it and water the grit not the pot - they enjoy a humid atmosphere. You can feed it the same way.

Thanks for the answers. It is a large one, bought from the house plant section, so I will keep it indoors.