Certified GKH Gardening Expert
Are you planting it outside? Perennials planted outside in the fall need a few weeks to get established before freezing temperatures arrive, and it sounds like you are past that window. But no, it does not need cactus soil outside.
If you want to grow it indoors, you can pot it up in the cactus mix you have to ensure well-draining soil. Then site it near a very sunny window.
I would winter this over inside in a garage or somewhere it doesn't freeze and then plant it outside in spring.