Some of these guys are pretty hardy, and some aren't, but they all die down and go dormant for the winter. I'd dig it up, and if it is still plump and solid, keep it in a cool dark place for the winter. It should put out a new growth next spring. Good luck.
Typically they only grow for 2 or three months (some species only about 1 month) before they die back and go dormant for the season. Not unlike tulips. If yours is not hardy in your zone, then it is time to dig it up, clean off the bulb, and keep it some place dark and dry until spring. If yours is a winter hardy species, then you have nothing you need to do but ignore it and look forward to its reappearance next year.