They're listed as annuals at the Missouri Botanical Garden website (see link). I've grown them from seed for several years; sometimes they show up again for a year or two but most times they don't. Mine were all grown from commercial seed via winter sowing.

Here is a link that might be useful: Lupine

I always let some of the lupins set seed and let it drop to the ground. That ensures that there are always seedlings to replace any that die. Mind you, you never know what color the seedlings will be and they gradually revert to paler shades of blue and pink....