It is a perennial, but its half hardy, so in colder regions like yours, its treated as an annual. Winter usually kills it, but often seeds itself.

Thank you!!! Can I keep this in the house over the winter - would I have any success???? Maybe my south facing window on the rack with Christmas cactiis????

Well it's certainly worth a try. The other option is to keep it somewhere frost free, but not encourage it to grow much by reducing watering over winter, then increase watering in spring, perhaps repotting as well, feeding when it starts to grow and getting it going properly ready to go outside when the weather's warm enough.