Certified GKH Gardening Expert
Yes, if you want it to grow as close to natural as possible. They need that cold to kill off the foliage before dormancy. You will only need to bring it in during the coldest month of the year in your are, which is zone 5.
These are hardy from zone 6 to 10. With this being said, they will not experience a true dormancy in warmer climates. So, though it needs the cold to initiate dormancy, it does not need the dormancy in order to survive.
If you want to treat it as a tropical, year round, then I would suggest bringing it in long before it withers for the year.
I would opt to give it a dormancy, though. This will give you a time of year that you don't have to pay close attention to the plant. Plus- You don't want this thing to flower indoors. It would be overbearing. The smell is very bad.