Answer: If the lantern is about two inches across and very orange, I suspect you have a "Chinese Lantern" or Physalis Alkekengi, sometimes also called winter cherry. This sun-loving perennial is usually propagated by division, but you might be able to start it from seed next spring. Take care where you plant it as it can spread.
You might also have an annual form of Physalis such as the tomatillo which is used in cooking and is native to Mexico. This can be started from seed in late spring when the ground has had time to warm up; it would be grown in full sun and cared for like a tomato.
Q&A Library Searching Tips