Plants that are fully winter-hardy are best kept outdoors, in the ground, over the winter. If moved indoors for a period of time (overnight is fine for the time being), they will lose cold tolerance (which creates a delay when re-acclimating them to outdoor conditions) and not get the chilling period they need to have a growth cycle in sync with outdoor conditions. Most hardy plants need to experience a "winter rest" or cold dormancy to grow and/or flower normally the following year.

Plants which are more marginal in their cold hardiness, often called tender perennials, could go either way -- planted outside, protected, and hope for the best, or brought indoors but kept on the cool side so they stay fairly dormant without having to deal with the brunt of the weather. Lavender might fall into this category (rosemary more so), but most varieties sold and grown in Maryland are hardy enough to be fine outside year-round.

Heuchera is hardy enough that is should stay outside. Planted in the ground, any plant will be more insulated than a plant kept in a container, though larger containers are a bit more protected than small containers. This is because the added soil volume around the roots minimizes temperature swings: the soil can still freeze (in the ground, this happens from the top down; in pots, from all sides at once), but it won't be fluctuating between freezes and thaws to the same extent or frequency that a root ball out of the ground would experience. Roots are inherently less cold-hardy than above-ground plant parts, because in the wild, they don't need to be, having soil for insulation. Additionally, potted plants dry out faster than in-ground plants, so hardy plants kept in pots would need regular checks for water, versus a plant in the ground that would need less attention.

An in-between approach is to heel them in. "Heeling-in" is simply planting a potted plant in the ground without removing the pot. This provides the soil insulation is may need, but allows you to pull the plant out easily in spring for either potting into another container (for a display, say) or moving it to its final location in the yard to plant normally. This won't fix the issue of being more prone to drying out and needing monitoring for water, but can help with insulating species more sensitive to the cold. When it's an option, planting hardy plants in the ground, as soon as possible after purchase, gives them the opportunity to root out into the surrounding soil, so they are not only well-anchored (freeze-thaw cycles could heave unrooted plants out of the ground) but also able to access more moisture and nutrients.

Generally, pansies are winter-hardy enough to keep outside all winter, especially when they are in the ground. A hard freeze can cause the foliage and flowers to wilt temporarily, but the plants usually bounce back as long as they receive enough sun (try not to plant them in shade) and supplemental watering if we have mild dry spells and insufficient rain/snow. When cold alone isn't enough to kill a hardy plant over the winter, getting too dry is often a contributing factor. Some gardeners cover pansies with evergreen boughs (branches cut off a discarded Christmas tree as one example) during overnight cold snaps (maybe mid-20s or lower), but otherwise they should be fine as-is. If they pause flowering during the coldest periods, they often perk up more and resume blooming abundantly in late winter and early spring. It's the warm weather of spring moving into summer that tends to cause them to flop and stretch too much and decline.

Miri

Thank for your detailed response. Can I still put them in the ground this late in the year? Thank you.
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You're welcome.
Yes, they can be planted now (the sooner they're planted, the better).