Ideally I'd place them in a protected bed (protected from wind) outside or leave them in the pots, but bury the pots in the ground or keep them next to the house protected from wind but not rain. If you are like me you will forget them in the basement and they'll dry out, from which they only grudgingly recover if at all. Now is when hellebores do most of their growing, so you don't want to keep them artificially warm. Keeping them in pots or isolated beds would really be just to more easily keep track of the tiny plants and make sure they don't get smothered with falling leaves. They can handle the weather just fine. They're tough and wonderful plants!