Carolyn, we are all far enough South not to need to dig them up to store for winter. Tiffany is in Alabama and the rest of us are in Florida. But even down here in Central Florida, they do die back with the first cold nights, and stay underground of their own accord until it warms up nicely in spring.
You can dig them out of your pots, or just take the pots and all indoors after they die down, and store in a cool area that will not freeze for the winter. (like a basement?) Mine do get some rain here and as long as we don't have a really hot spell they don't break dormancy. So if you do bring them in, you should remember to water them a little bit with cold water, maybe dampen the soil every couple of weeks or so, just so they don't dry completely.