Take all the dead leaves off, and all flowers. Some people cut them back, too. Then keep them dry-ish in a sheltered place (like a greenhouse) until the spring. I wrap mine round with newspaper and put them together in a box under the bench. but you can leave them in their pots. Keep an eye out for any grey mould on leaves and remove any immediately.

Pot them up into 5" clay pots (if poss) using a 50/50 mix of compost and grit. Cut them back by at least a half. Keep them dry....give enough water to keep them alive.

You can try wrapping them in fleece but i prefer to let the air flow around them....they will need good ventilation.

The greenhouse will need enough heat to keep it frost free, any warmer and you'll start getting soft growth which will be prone to disease.

That's they way i would do it.

Good luck.