You mention wind, is this not an enclosed porch then?

You could try as you suggest, but your azalea will be more susceptible to damaging freezes in a container than it would be in the ground. And ground doesn't seem to be an option for you in Z5. An alternative would be to bring it in after it has experienced a few weeks of cool nights, place in a cool room out of drafts and in bright indirect light. After danger of hard frost, you would need to gradually acclimate it to being outdoors again, place back outside for next years season.

Just to warn you, with a heat pump and constantly circulating air, azaleas don't do well at all for me inside my low humidity house.

Yikes, I hope that this azalea's price was really slashed! This is an azalea that I would be hesitant about adopting and I live in a zone 7 location!

Yeah it was really cheap, i returned it though and got an azalea hardy to zone 4 at half price, I have no doubt this one will make it!