Hi & welcome! Was it the purple one, Oxalis triangularis? If so, it's hardy (able to survive winter) to Z6. If your zone is lower than that, it can't survive outside for winter.
Plants that can survive any degree of non-tropical winters are assigned a range of zones. You can see the range of zones for O. triangularis here:
The conventional wisdom is to subtract a zone for plants in pots, so if you are in zone 5, it would be reasonable to expect Z4 plants to be able to survive, but not necessarily plants only hardy down to Z5 (or a higher lowest zone.)
You can find your zone here:
http://garden.org/nga/zipzone/