You on the outside edge of the growing zone of 4-8 for Orienpet Lililies.
Since they are a perennial they do need to stay in the ground year-round.
They do need a chill down of at least 8 weeks during dormancy.
There are some reports of some success in zone 9.
Look for bulb varieties that list zones 9. Purchase from a reputable source and review their guarantee.