If you have greenhouse space for it, it would be extra insurance. They are pretty cold hardy, but hate bad drainage and that can finish them over winter. If you leave it outside, it is worth raising the pot up on pot feet or a couple pf bricks, to ensure it doesn't get waterlogged.
I would cut it back a little, but don't go too far. As with all lavenders, if you leave them un-pruned they get too straggly, but cut too far into old wood and they don't regenerate that well. You can always give it a second trim in the spring when you see how far down the stems the new growth is coming from.
