Hi Jelinda! I would bring it indoors now if it is already hitting low 40's in your area at night. I did that last year, and I took it in mid Fall, but since it was quite a milder winter later on, it did not really drop all the leaves, but just the same I have started to water less and less, till no watering at all come winter.. It came back good the following late Spring. Sometimes the plant itself will drop all of its leaves, and it should still be fine, it is in dormancy stage. I just placed it near my sunniest window and left it alone.
For now my adeniums are still outdoors, we still go 50's and above at night, so still okay. But may reconsider next week, it seems we have some rain in the forecast.