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I suspect this may have happened because the plant was not gradually transitioned to being outdoors in the sunshine. More information on successfully transitioning plants to outdoor life can be found in the following articles:
https://www.gardeningknowhow.com/houseplants/hpgen/acclimating-houseplants-outdoors.htm
https://www.gardeningknowhow.com/houseplants/hpgen/move-houseplant-outside.htm

And, you may want to consider repotting your plant from the pot/soil it came with when you bought it. Some fresh, moist well-draining soil might do wonders for it along with a little fertilizer.

For more information on angeloina plants, please visit the following link:
https://www.gardeningknowhow.com/ornamental/flowers/angelonia/growing-angelonia-plants.htm

If they are in pots you can move to a sheltered area, like a garage.

If you planted these plants in the ground it is not likely they will survive a winter.
A plant like Angelonia is hardy in zones 9 thru 11 and even covering and mulching will not be enough for the plants to survive.
Occasionally we can cheat a plants hardiness but the likelihood is slim.

https://www.gardeningknowhow.com/ornamental/flowers/angelonia/growing-angelonia-plants.htm

Leaves and flowers are listed as edible. Never consume flowers purchased at a garden center or greenhouse. Only trust your own grown from seed plants or from a grower that sells edible flowers.