I have a 2 1'2 year old Japanese maple on my NYC terrace and it is in a plastic window box. I have not protected it but I am afraid that a really bad winter might kill it. Right now it is red and beautiful. I have been told to plant it now in an 18" pot which I might do this weekend.
Carolyndee

i wouldnt worry too much about the winter.
but i would do worry about watering when its winter and try not to freeze the soil
even indoor bonsai needs the sun so shouldnt keep it inside all the time.

Here is a link that might be useful: http://www.cutebonsaitree.com