Rosemary does need protection from cold - the easiest way is to bring it inside over winter if you can. Mine lives in the front (enclosed) porch during the winter months.
so long as it has good drainage it should be fine make sure the pot is raised off the floor with either feet or a few bits of tile or brick a south facing wall is great if you have one but they are very tough.
Although it *may* be ok outside in winter, it doesn't like cold winds or an exposed position. So if the coming winter is anything like the last one - and some "experts" say it will be worse! - it'll be safer inside.
Ours is planted in an exposed position, a lot of branches died during the prolonged snow last winter. I left them on until the spring to give some shelter to the heathly part left. Then cut the dead out in spring and trimmed back the healthy. Looks as good as new now.