Fireside knows his stuff so do as much reading as you can on these guys on his site or look at previous entries here - subjet specific to what you need.
It is hard to know if to keep them up for the winter. Are they young and skinny or adults with good fat stores to get them through the winter?
You will need to turn the lights off and keep them in a cooler area if they are indoors for them to go down. I would also recommend not feeding them a week prior to hibernating them and giving them a misting or water in the week prior (as you should always give water) to help flush their system out before they go down.
A pic of your setup and lizards would help determine what would be best for your little guys.
There are a few of us still here from time to time and we see people get Horned lizards all the time asking these same questions every few months and sometimes by the time people ask or learn what to do it is too late. Don't be alarmed by the advice - they are really hard to maintain and not for the novice as they do not eat your typical lizard diet and getting ants like fireside said can be difficult esp during winter months.
Read, read, read and feel free to ask questions - it will only help you get your guys through to the spring.