Worms will stay in their bin if the conditions are right. One exception is Euros. They just seem to want to wander.

If the worms get into your horse manure pile they will stay there. You won't have to worry about them taking off. If fact if you want them back you would have to dig them out.

Worms slow down and nearly stop eating around 50F but they will still eat slowly down in the 40's. If the worms are in a BIG manure pile there will probably be a safe zone for the worms in the pile all winter long.

In a small outside bin the worms would have a harder time. They could get too cold and freeze. But, any cocoons that they have laid will hatch out in the spring restarting the bin. But if you do have them in a warm greenhouse they should be fine.