If its a hardy one, it'll survive in the ground - if its half hardy, you need to put it somewhere frost free for the winter.

Either take the plant in to a frost free place or take a chance by leavibg it outside, and take cuttings just in case it kicks the bucket.

I have had to do this as I do not have room or money for greenhouses or coldframes.

My fuschia cuttings are doing well on my windowsill.

...if it is in a pot or hanging basket - stick it in the garage!