Wherever you keep it, it will go dormant, even in a greenhouse. You can cut it back when growth has stopped. It will need just enough moisture to keep it slightly damp.

The plant can be kept in a sunroom or vestibule as long as temps get no lower than 25 degrees for the deepest part of winter. This pretty much applies to an unheated garage or basement as well. It should not be left in a hot (60 degrees or more) area for long. Increasing the warmth is more important when winter breaks into spring.

Look for stolons to poke out, mostly around the rim of the pot. When this happens, it is breaking dormancy and will meed more light, heat, moisture, and some fertilization. This is when grow lights can become useful, if the plant is kept in a dark area.

Another way to winter your plant over is to pack various sizes of plastic bags with leaves, and arrange them around the perimeter of your flower bed to fill in holes, with others filling in holes inside the perimeter, and covering with a tarp. A friend in Red Wing, MN (USDA Zone 5) has wintered over zone 7 salvias this way.