It depends on which Cyclamen it is, C. coum would flower over winter and C. hederifolium in the autumn and both should be hardy where you are. Both loose their leaves going dormant in summer. It might be a florists Cyclamen, some of those do make seed too. If left in a pot in a wet very cold winter it could rot if it is a hardy one, (also if it's a florist's cyclamen which is not hardy) they need to be in a free draining soil preferably with lots of leafy compost, in the ground with some shade.
They are easily grown from seed, you should sow them straight away and keep them in a dark place until they sprout, sow very near the surface with only a light covering and keep moist but not too wet. They will form tiny corms on the surface with a fine tap root.
