Some websites list it as zones 7 as coldest but another as Zone 6. I guess you will never know unless you leave it out and try it. I would mulch it heavily. I have been successful growing salvia Black and Blue for three years by planting it next to a paved driveway that absorbs the heat. It is not supposed to be winter hardy for us. You might try mulching with stones this winter to catch and hold the warmth from the sun.

Hope someone with personal experience will chime in here.

I have two on an arbor, that have existed for many years, but the coldest temperature they have experienced is -2°F.
When they were very young, the leaves would fall off after very cold temperatures, but as they developed some age, that doesn't happen anymore.
There are reports that they are grown in Tulsa, also Zone 6, but may be a few degrees warmer than your location.
You might try it in a mostly sunny location protected from cold winter winds, near the foundation of your home or in a chimney corner, with a southern exposure and mulch it heavily for the winter.
It can be pruned, after blooming, to maintain a shrub form or have seen it used as a ground cover, but it appeared to me that the blooms were very sparse in that case.
I would take some cuttings of new growth in late summer and overwinter them indoors, in a sunny window (4-6 hours of sun), in case your outdoor plant didn't survive, you would have some new starts.
Good luck!
Rb

Thanks for your help. And I do need the luck. I've decided to keep it in a large pot and bring it in this winter. Hopefully it will survive if I can keep my cat out of it. I usually have good luck with my plants while they are outdoors, it's when I have to bring them in that I have problems. I have one window that gets sun and it happens to be my cats favorite. And she has a habit on munching on the plants when I'm not around. Any ideas on how to keep her out of them?