No matter where it's grown, Cuphea hyssopifolia is a perennial. It's not geography, where the plant is grown, that determines whether or not a plant is an annual or perennial. If a plant is capable of living more than 2 complete growth cycles, it is a perennial, even if it is grown where frost knocks it back hard or kills it outright (if the soil freezes) at the onset of cold weather.
No pruning is necessary, but you can prune to keep it looking tidier if you like.
Al