Hens and Chicks are prized for their resilience to cold climates. In particular, Sempervivum, which is its botanical Latin name, translates to "always living". The cold hardiness zones on some Sempervivums is zones 5-10. You can leave them be in the winter if in these zones. Echeverias are less cold tolerant and need to be grown in more temperate areas. If growing in a container, you can try bringing them indoors for the winter months. You can check out your USDA Hardiness Zone here.