Hi Robert,
I don't know if all would apply to your zone 4 but in Southwestern Ontario (zone 5 +/- depending) you can grow many of the Roscoea sp. in the ground, as long as there is a location with good drainage, a bit of slope is great. All these I have/had or seen grown in the ground here: R. auriculata, cautleyoides, purpurea, schneideriana, scillifolia, tibetica.
It is not the cold that kills them but the lack of drainage, just like with many Arisaema. Considering that they stay dormant for such long period of times and have fleshy underground organs makes sense.
As for the seedlings and very young plants (under 3 years) I grow them in pots that get overwintered in an unheated garage (the temp. can slide under -4C on occasions). Late in the fall is good to start protecting the pots from too much rain.
Late April-May I repot them in a fresh potting mix, and again like with potted Arisaema, I start watering when they start growing.