Answer: Based on the name and description, I am not exactly certain which of the following two plants you have but the growing instructions are similar.
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. To grow it from seed, be aware that it
prefers warm soil temperatures to germinate and seedlings
should not be planted outside until the weather has settled
and the soil has warmed; the seedlings also need to be
conditioned or gradually acclimated to the outdoor
environment prior to setting out. 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 also 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.
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