I don't know of a Euphorbia that isn't frost hardly, though they can be annuals, perennials or shrubs depending on which one you have.

Hi, welcome to GoY, do you know which species of Euphorbia you have, there are over 2ooo of them, as Mg says, they can be annuals, perennials, shrubs, sub shrubs, trees, but they can also be succulents, there are quite a few that are frost tender, so we would need to know the species to give any advice, if you don't know, could you put a photograph on your question? which we could probably identify for you, Derek.