My Thompson & Morgan seedlings

Dear all,
I took advantage of a GW special offer and just the other week, received my seedlings as follows - Echinacea primadonna, lavender hidcote, Penstemon tubular bells, Geum Mrs bradshaw, Delphinium Pacific Giants and Digitalis Excelsior.
I have lovingly potted each one on this afternoon (all 36!) but cant help but wonder what to do with them next considering the time of year? If I plant out later wont I be puting them at the mercy of the atumn / winter weather and lose them all?
This is my first attempt at growing from seedling so do excuse my ignorance!
Any advice very gratefully received
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I would find somewhere sheltered for them to grow on over winter.
There are 2 other threads on this topic and you may find them interesting reading.
http://www.gardenersworld.com/forum/plants/t-and-m-offer-for-may/3023.html
http://www.gardenersworld.com/forum/plants/perennial-plug-plants/5044.html
Thank you so much kate1123 - the links are very helpful. Looks like I'm not the only one to have been confused!
They're on my kitchen window sill atm. Dont know where they'll end up next - I havent got a greenhouse. Hmmm maybe time to buy one? This could end up a very expensive "free" gift lol.
Thanks Hollie-Hock. I was thinking about a little mini greenhouse as I'm sure I'll make use of it again.