You might want to hang some fluorescent lights in your basement. And under one set put a heat cables in a tray. The hotbed will help salvias root in late winter. I just leave my rooted cuttings under the lights all winter and take cuttings for new plants when the original cuttings have grown tall enough. With 3 or 4 sets of lights you can pretty much grow as many plants as you think you'll need. You can also order new sages in late winter, grow them out for cuttings, and those cuttings will easily be ready by May's planting time.

If you have an unheated but bright window I think that would be fine, or simply leave them outside and move indoors when cold weather is predicted. moveing them in and out would be a pain, but you don't have all that many subfreezing nights so it shouldn't be too bad.

If I was saving cuttings I'd put a couple of dozen in a pot together. The larger pot (compared to small, individual pots) seems to maintain more uniform soil moisture and promote rooting, and it is a lot easier to take care of all winter. In the spring the ones that have rooted can be separated and planted individually.

Im wondering how to water the rooted cuttings, do they need a lot of water? I will start the plants in an extra room under floresent then I will be using my garage which has a in wall heater there so I can keep it from freezing out there.

You need only to keep them damp. Too much water will choke out air and cause rot.