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Welcome to Goy. The following link says it is an outdoor plant.
http://www.bargain-bonsai.co.uk/myrtle-bonsai-tree-001-info-page.htm
If you click on B in the A-Z at the foot of the page you can then click on Bonsai and it will show what other Bonsai growers have.

A winter like the last one could easily damage it, though. I would keep an eye on the weather predictions, and be ready to whisk it into a garage if a blizzard or very hard frost threatens. As a bonsai, extra insulation around the pot will also help the roots. Difficult indoors, unless you have an exceptionally sunny spot with good air circulation.