Welcome, Dom!
Various plants can survive varying degrees of cold/depth of soil freeze. Those that survive winter in a particular location are called hardy perennials. If one puts perennial plants in their garden that aren't hardy for the winter in that zone, winter will kill them. Some plants can be evergreen in warmer climates, but die back to the ground and grow back from the roots after winter. For these reasons, knowing a person's zone is what enables the most accurate info/reasonable expectations to be given to questions asked.
Stores usually have plants separated appropriately for the area. If sold as perennial at a nearby store, it should be hardy in your area. There are many true annual plants, but many plants sold "as annuals" in colder climates are just perennials that can't survive winter in the area. If you are in zone 5 and read about a perennial that is hardy to zone 7, you would know not to expect it to live through winter outside in your yard, but may be possible to save inside if interested in that kind of thing.
