Are they geraniums or pelargoniums?

If you mean pelargoniums, commonly known as Geraniums, the summer flowering bedding plant, no, you can't leave them in the ground, you need to protect them over winter or they'll all die. People usually dig them up and either wrap them in newspaper and store somewhere frost free, or cut them back, pot them up and place in a greenhouse or indoors somewhere, preferably somewhere cool enough to keep them more or less dormant over winter until you pot them up again in spring and start them into growth, indoors, ready for summer outside.

If you mean true Geranium (Cranesbill geranium such as Wargrave's Pink and the like), they can just stay in the ground, they're herbaceous perennials, so they'll die back and then reappear next year.

Thanks. I'm fairly sure that they are geraniums so I will follow the advice given.

If they have large roundish leaves with a strong smell when bruised and usually red or pink flowers with a lot of flowers on one stalk they will be pelargoniums. If they leaves are more divided with points on the leaf divisions and the flowers are fewer to a stem and usually blue or various shades of pink,they will be geraniums and can be left in the soil. If you aren't sure add a photo to your question.