If it's Datura innoxia and the blooms are almost white... with a hint of pale violet... then I believe it will die back this autumn. But don't worry, the plant sets spiny seed capsules... absolutely LOADED with seeds. These can be collected, or left to self-sow.

The deep purple-flowered one's are often tropical species and are normally treated as annuals.
If you have had success overwintering Brugs, also tropical plants, in the ground, then you may be successful with the Datura.
As mentioned above, you can collect the seed, as insurance, and plant them indoors during late winter, for later planting outdoors, after the last frost in the spring. It requires about 21+ days for them to germinate.
Collection of seed is rather tricky, as once the bur dries and begins to split, you only have a few hours to collect the seed before they spill all over the ground!
Once you notice tiny splits appearing in the burs, you could enclose them in a fine mesh bag, parts of old nylon hose is fine or collect the burs and allow them to dry in a Kraft paper bag or on a tray in a cool, dry location.
To prevent the seed from moulding in storage, wash them thoroughly to remove the gooey appendage and air dry thoroughly before storing in cool, dry location, Do not seal them in a plastic bag, which can cause them to mould.
Good luck!