Succulent plants grow best and thrive best in warm climates that get very mild wintertime temperatures.
So if you live in a cold climate then yes bringing the succulents inside for the winter to protect them from freezing temperatures is a good idea because the frost and freezing temperatures could kill the succulents.
Sometimes a frost blanket may protect the succulents if it's not too cold but if possible just bring the succulent plants inside for the wintertime and keep grow lights on them to provide them with the needed light or during the day when it's warmer sit them outside in the sun for awhile.
But always bring the succulent plants inside during frost or freezing temperatures because succulents do not tolerate the cold temperatures too good.