After you have gathered your thyme, you have many alternatives. If you reside in USDA Hardiness Zone 4 or a similar chilly area, you may grow thyme in pots and bring them inside in winter. Keep it in a sunny area, and it will grow through the winter. If the thyme is already planted in the ground outdoors, you may either bring it inside or cover it with plastic.  Put a few inches of mulch and dirt around the thyme's base to keep the roots warm over the winter so you may leave the plant outside.