Need help with growing my first plant.

Hi, I started growing this plant about a month ago in a small 12 oz cup. I currently have it in my windowsill for lighting because it's still small and isn't easily noticeable. I was wondering what someone thinks I should do, it's just recently started to grow its first leaves. It's small but soon it will outgrow my windowsill and be easily noticeable. I was thinking about moving it outside, but due to the winter I think it might be dangerous for the plant. What should I do? Is there a way I can grow it outdoors that'll protect it from the winter?
 
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