Unfortunately we can't provide much useful feedback unless we can get a sense of what species they might be. Can photos of the caterpillars (or pupa) be shared? Moth caterpillars, being much more diverse, are harder to ID than butterfly caterpillars unless they look really distinctive, but we will see if we recognize them.

What plants might they have been feeding on (if any of the plants had leaf damage...were they tropical plants spending the summer outside?). If the caterpillars were originally outdoors, then they should be able to stay outdoors, though how long they have been inside now may impact how easily they can transition back to outdoor temperatures. Many of our local species of moth and butterfly spend the winter as either a caterpillar or a pupa, and overwintering insects have ways of resisting freezing in order to survive.

Our best guess for now is that they can go back outside now, perhaps sheltered into a pile of fallen leaves. Some butterfly pupae are anchored to a support with silk, so removing it might cause damage to the pupa or make it harder for the adult to emerge properly, but there may be little choice since it cannot stay indoors or it will emerge too early, with no food source and no way to be released outside. Moth pupae inside a silken cocoon should be fine to move, and some moth pupae would naturally form underground after the caterpillar tunneled into the soil, so when those go back outside, they could be placed under a few inches of loose soil. If you're able to share photos with your reply, we'll see if we can get more specific about what to do and what species they might be.

Miri