Keep it outside; it will withstand winter no problem, and be the better for hardening off and getting a proper rest (low temperatures and short day length) before spring flowering.

Tips? - don't plant them in the lawn, because the mower will nibble bits of the rhizome off and fling them around, and they will root and become a nuisance. ...So some folks say. Of course, if you fancy a violet lawn...

Also, they can easily get red spider mite if grown under glass - so, again, keep them outside.

And if you like 'em, try to get some of the cultivars - red, white, variegated flowers.