Hi Mickey,
Leave as much of the plant as you can until Fall. The leaves need to feed the bulb. Once the leaves start to turn yellow then you can go ahead and cut them down.

Lilies need to vernalize over the winter to get new growth in the spring. So you need to plant them out in Fall. You can also overwinter the pot by putting it is a protected but umheated spot. (like an unheated garage.) But, it's riskier since a pot is more subject to temperature springs than bulbs in the ground.

-Helen