They do best in the ground so they can spread their roots, need something sturdy to climb on as they can get heavy and like full, blazing hot sun along with lots of food. The downside of putting them in the ground is that they tend to shoot out runners like crazy that will latch on and strangle anything within reach. I spend about 15 minutes every few days cutting back runners or redirecting them to climb up and also cut off all but a few maturing seed pods when I see them.
Considering their growth habit, I imagine they can become extremely invasive in the warmer climes in just one season unless rigorously kept under control. I do not know if the seeds would survive your zone 5 winters .. they do survive with ease my zone 8.