It's a native of Mexico where it is perennial. However, in Britain, it's grown as an annual because it can't cope with temps below +5C.
You could try taking cuttings to keep indoors but given the speed of growth I'd stick with sowing it fresh every year in late Jan/early Feb and then, by the time the frosts are over in mid May, you should have a good sized plant to put out in the garden and give an impressive display all summer.
Oblelixx is right Sara4,I grow them every year by a pergola near the house, which gives them warm and shelter to a degree. They come in lilac and white and after making rapid growth they flower their their socks off from now till the frosts blacken them. The flowers last for a few days turning darker as they age. I have tried digging up the plant and over wintering in the house but without success. I have been threatening to stop growing them in the last bad summer when the cuttings have not performed as the seeds are quite expensive! But capituclate when I see the beautiful exortic looking flowers as once the plant has warmth and sun it needs little care.So enjoy!
I've grown cobaea from seed for the first time this year so I'm encouraged that there is still time for the buds to open. They've had big buds for a few weeks now. I live in Cornwall where it should be warmer and they are in a sheltered position.
I've grown one in a pot and there is only a tiny bud on that one but I'm hoping to over-winter it in the conservatory and plant it out next year