Depends on what size pots they're in. I'm in zone 4 and bring anything in 4" plastic pots into my unheated garage for the winter only because there isn't much protection in such small pots to keep the roots from freezing. If they're in larger containers they would probably be OK outside. Snow cover is actually good for them. Bringing sempervivum in the house for the winter isn't a good idea as they need the period of cold temperatures to look their best next year. If you leave them outside be sure they're located where they'll be able to drain well. In the spring especially all the excess moisture from melting snow can cause them to rot.
