Various websites indicate that Easter lilies are hardy anywhere from Zone 7 and south, up to the colder north, Zone 4 and south. In your climate you can either:

• Keep it in a pot outside in direct sunlight while it’s warm, and then move it to a cool/cold location in the garage or an insulated shed for the winter. Elevate the pots off the floor, where cold air settles. Water now and then, just enough to keep the soil damp but not wet. Don’t let the root ball freeze solidly. In early spring, remove the bulb(s) from the pot, and refresh the soil. New growth will emerge in spring, give it direct sunlight at that time. Once it starts growing, place it back in a protected location if frost threatens. After hard freezes are over, move the pot to a sunny location, and water regularly. Fertilize every few weeks with a balanced fertilizer, once it sprouts.
• Or, plant it so the bulbs are about 6″ or 7″ underground, in very well-drained soil. Find a protected microclimate, such as right up against the sunny south-facing wall of your house. Fertilize every month up to mid summer, while it’s in leaf. This is the riskier of the two options, but also lower maintenance. You can increase the odds of survival by mulching fairly thickly over a wide area above the bulbs, using something that is airy and light, such as dried oak leaves, pine straw, or pine bark nuggets. Be sure the soil slopes away from the house and not toward it, which will keep too much water near the bulbs.