'Cigar plant' usually refers to one or more species of Cuphea, which are generally considered to be tropical perennials and therefore not frost hardy. Sorry, but I doubt it will survive much of a frost - these plants are usually sold as seasonal or summer annuals.

I stuck it in the greenhouse. It has a plastic roof. If it survives I could take cuttings tomorrow.

You're right to protect a potted Cuphea from frost.

However, Cuphea "David Verity" (a commonly available form) makes a good hardy perennial in zone 8b on south. I'd just make sure it was planted early enough in the season to establish well before cold weather.

As for taking cuttings of Cupheas - they are very susceptible to whitefly infestation indoors, so spray well before bringing them in and keep an eye on them to avoid problems.