How do you keep cactus plants doing the winter months?

If your are in a hardiness zone that will not tolerate cold temperatures you need to re-pot them in cactus soil and bring them in a bright location

What zone do you live in? Find out here.

http://planthardiness.ars.usda.gov/PHZMWeb/

Then we can offer suggestions. I am in Southern CA and do not have to do anything special.

It depends upon the type of cactus. Some do just fine leaving them alone, while others need taking inside when the temps drop. Ask your nurseryman or find a cactus dealer online and show them pictures of which cactus you have and they can direct you.

If they are already in pots, bring them inside for the winter if it gets cold out during the winter.

You can get burlap and cover your outside plants

It sounds like you are not the one who planted them. If it were me, I would check with neighbors and local friends/family to see if anyone knows about them.

In absense of hardiness info I would dig up a portion of them to pot and take inside. Just put them in cactus potting medium and try to put them in a well-lit cool room, away from direct heat, to acclimate to the indoors. I would leave a portion of them in the yard where they are to see if they will over-winter. I personally wouldn’t do anything more than piling mulch around them to protect them because I don’t care to have yard plants that require special care.

If they survive I would dig up and pot another portion in the spring and leave them outside all summer. come fall I would leave them outside against a sheltered south facing wall to see if they will over-winter in a pot.

These little hardiness tests will tell you all you need to know to decide how and where you would like to grow them. And, in the process, you‘ll be propagating new plants.