It's hardy to zone 4 or 5, so shouldn't need winterizing in a protective sense. The database categorizes it as a perennial. Then adds "suitable as an annual" which I would interpret in either of two ways, first that you might plant it as an annual if it's not hardy in your zone, as you mentioned, or alternatively that although it is a perennial it grows well enough in its first season from seed that it has some usefulness in its first year. I don't think one would ever consider a self-seeding annual a perennial unless it is perennial in a warmer climate.
