Certified GKH Gardening Expert
If you mean the vinca minor trailing ground cover, it is hardy to zone 4 and just needs to be mulched well.
If you mean the bright annuals, they are not usually worth overwintering as they start to look bedraggled as they age. However, if you want to try, it is best to bring it inside to a sunny location and water lightly over the winter. Then move it back out when the threat of frost has passed. (Be sure to inspect for insects before bringing it in.)