If you live in a lower (colder) zone than a particular succulent is rated for, you can bring the plant indoors during the winter. We do, however, rate hardiness conservatively, so plants right on cusp may be able to survive outdoors year-round with a bit of protection. For example, to plant a Sempervivum rosette (zone 5) in a region that gets down to -30F (zone 4), you will want to employ the following strategies.
Protecting Outdoor Succulents from Cold
Plant in-ground or in extra large containers so that roots are well-insulated by a thick layer of soil
Keep plants near buildings and large stones that radiate heat
Plant in locations protected from wind
Protect from standing water (snow is good, but cold and wet leads to rot) by planting in raised beds of gritty, well-draining soil
Protect from heavy rain by planting under cover or installing temporary, clear covers at least 18" above plants
Use a Reemay ground cover cloth to protect large area, in-ground plantings that won't get insulated by snow