Yes, as long as they get a chance to mature in the pod before they freeze.
You will be able to tell by the seed when you shell it.

I am saving my Ky Wonder seeds too......and Cherokee Trail of Tears....and Kwintus. Now I find that they can cross pollinate so I am hoping these didn't, but I figure even if they did, all three were great beans so I can't loose.

Gldno, I understood from my book, that altho beans can cross, they werent as likely to cross as other crops. And that beans saved from the middle of the row were best to save, thinking , i guess, that the bees will wipe most of the other pollen off before they get there.
The book, Seed to Seed is rather confusing to me--for instance the common bean, snap, shell, etc. -- common beans are inbreeding plants-- all p. vulgaris flowers are perfect and self polinating.-- at the very least, do not grow different varities of p vulgaris side by side to save seed --
also, never grow 2 white seeded varities side by side if you plan on saving seed
See what I mean?

ceresone,

The reason not to grow two white seeded varieties is because it would be impossible to determine if crossing had occurred. P. vulgaris flowers are perfect and self-pollinating. Yet cross-pollination by insects is still possible. For this reason, do not grow different varieties of P. vulgaris side by side if you intend to save seed.