If you have warmth and light you can and perhaps should keep them growing, they may not be large enough to survive predictably. Keep them moist but not soaking wet. In nature, seedlings only survive if they get caught in a nook somewhere that doesn't stay as hot and sunny or dry out as quickly as the surrounding area, often collecting rainwater or dew. As they get bigger they are exposed to the environment. Seedlings need to be pampered for a while. If you want to expose them to winter, you need to make sure that they get enough water to prevent dessication and death, but not enough to rot - it's tricky, frequent misting (example, every other day in cool weather) is probably safe. A good compromise would be to let them keep growing in warmth and bright light for another few months to put on some size, and then give them a short winter Most cactus seed are best started in early spring indoors then allowed to grow all spring-summer-fall, by the time winter comes they should be large enough to go through dormancy.

Most species will be comfortable at 40F-50F as a night-time minimum, and 50F-60F during the day. At these temperatures they will remain fairly dormant, which is best during the winter. There isn't enough light in winter for them to grow well. Also, some species need a cool period in winter or they won't flower the next year. If you keep them completely dry and at low temperatures then they can go without any light at all for several months. This can actually be more healthy than being kept warm with insufficient light. Whatever you do, they are unlikely to die unless you overwater them, but they may produce thin unhealthy growth if you keep them too warm over winter, and they may not flower next year.

Aloe, keep above freezing and dry when it is chilly Crassula, don't know, some are hardy, some are not. E. grusonii, hardy in your climate but keep dry in winter, skin may mark in cold humid conditions. E. oxygona, hardy in your climate, but keep dry in winter. H. attenuata, best above freezing but can take a little frost. Kalanchoe, don't know. M. plumosa, can take some frost but very prone to rot, best above freezing. Often loses roots, may be best indoors and watered occasionally. Pachypodium, don't think they like frost. Rebutia, hardy in your climate but must be dry. Sanseveria, don't know. For all of these, they should generally be above freezing during the day. Periods of day and night freezing temperatures will damage or kill most of them.

lyosan, I'm in Calgary & have a rather small trough (9x11x6 deep) with nothing but Semps in it and they have survived several winters without any special protection. I just throw snow on them to help keep them from drying out, but that's about it. In my garden it's survival of the fittest, and these little guys are survivers. ~GC