>>keeping it warm and watered

Actually, you want to keep it COOL and slightly on the dry side. Not really dry (that will kill it), but dry enough that the soil is just moist, so as to keep bacteria from multiplying like crazy and the soil going sour.

>>if I keep it close to a window it freezes because the cold comes right through the glass.

Is this an unheated room? The pot can't freeze or the roots will die, but the top will take a fair amount of cold (UNLESS it is a tropical type like a Triphylla--those have to stay significantly above freezing). Don't be alarmed if a few or even all the leaves start falling off--Fuchsias have so many spare buds they recover fast in the spring. In that case, after you harden it off for the spring and it starts growing again, snip off anything that is obviously dead--typically weak twigs and tips.

They don't have to be sunny bright. Some people really abuse them--stash them crawl spaces under their houses! The warmer they are, the more light they will need, and the cooler they are (above freezing, preferably), the less light they actually require.