I am nuts about Toad Lilies and have many of them. I live in NJ in Zone 7b. Toad Lilies die back naturally and come back every year. No matter how wicked our winters are, my toad lilies come back.
I think they need to die back each year, in order to have the energy to come back and re-bloom the next year. It sounds like yours is in a container? If so, just move it to a bit more sheltered place and try to avoid letting it get water-logged and then go through a freeze-thaw (probably would damage the plant). You could try moving it inside, but my guess is that the warm temps of the apartment would mess up its winter sleep.
Next year, you have to be a little patient, as they don't stick their new shoots up until mid-spring.
Also, don't worry too much about sunlight. Toad lilies thrive in very shady spots, like my front garden. That's why I love them so much.