As you said, they're evergreen so they want to keep green leaves through the whole year. If you have a very warm winter, the tops might not die back to the ground, but even with heavy mulch they probably will. If that happens, the plant may live and come back from the roots but most likely won't bloom.
I would take them back to where you bought them if you can't keep them in a pot, and move them indoors for the winter. They do make a nice foliage plant, though and they love to be pot-bound. Mine have been in one huge pot for at least 5 years. They bloom best when they're crowded.