In my zone, I'd pot it and put it outside in a protected location, but am trying to imagine what steps I would take in a Z5.

It sounds like you have a seedling. Never having kept one indoors, I do find some references to colder zone growers who have done that. The general thought seems to be a bright window, well draining potting mix, watering as the mix becomes dry without allowing it to remain soggy.

One Z5 grower had this to say about his seedlings (these were newly germinated) "At this time they are removed and taken into the house and they spend the winter on a masonary floor in front of glass sliding doors with a southern exsposure (so that there is plenty of direct sunlight). They stay here with very little care at a moderate tempature and they slowly emerge and produce their seed leaves. I water when they appear to be quite dry with cool water. In March they have their true leaves and in mid-April they are transplanted into 4.5 inch deep by 4 inch wide pots and placed outside"

I find some instances too where more mature plants (blooming size) are used for indoor holiday displays, then acclimated to the outdoors and planted when the ground is no longer frozen. If your soil is freezing now, you may have no choice :)

My own house is on the dry side, low humidity can be an issue for many plants. Do you have a cool room away from a heat source with adequate light for a potted young plant?