Yellow Datura Moonflowers
I have several white ones that come back every year. I have a new yellow one I grew from seed. It didn't bloom or produce any seed pods. I also have a new double purple Devils Trumpet Datura this year. Now it tells me to bring in the purple for the winter. I'm not sure about the yellow. I'm in Zone 6.
Certified GKH Gardening Expert
Depending on the variety, your Datura should be able to overwinter in your zone 6 garden.
Check the specifics of the variety you are growing, as not every variety is as cold hardy as others.
Here are some links with more information.