You don't, unless you're bringing them into a frost free place to keep for next year, and even then, I'd only remove a minimal amount of growth on large ones. They're not hardy and won't survive outside, so bin them.

Or if you want a challenge and have a favourite fuchsia. Have it in a larger pot, protect the pot with bubble wrap, an old fleece, or some saved packaging. Cut it back to about a foot any time now and then fleece it up. Check it every now and again. Only keep it slightly watered and cross your fingers as it might survive. I have one out in the garden. Not protected. Chequerboard...it survived last winter, though severely knocked back. It got frosted on the leaves last week,so it is tender. had it about ten years.