Q.chocolate cosmos plant
How can you keep them in the winter for next year?

Save the seeds! This is a great way to propagate the plant for next season.
If you are growing your Cosmos in a pot, you can also allow the plant to go completely dormant.
Then store the container in a cool but frost free space. Garage or shed that stays just above freezing will work.
You can also lift the root and crown and store them much as you would Dahlia roots.
Here are some links that may help you.
https://www.gardeningknowhow.com/ornamental/bulbs/dahlia/storing-dahlia-tubers.htm
https://www.gardeningknowhow.com/garden-how-to/seeds/storing-seeds.htm
https://www.gardeningknowhow.com/ornamental/flowers/cosmos/growing-chocolate-cosmos.htm