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Normally the plant will not come back, though in some areas it has been known to reseed. Therefore, it is possible that you could get one popping up somewhere in the garden. You can also allow it to bolt (go to seed) and then collect some for new plants next season.
In addition, the plant can be grown indoors as well. Here is more information on that: https://www.gardeningknowhow.com/edible/herbs/cilantro/how-to-grow-cilantro-indoors.htm