Where do box elder bugs go in the winter?

I had the same question!!! I dont believe in killing anthing and ill think he will freeze outside..so i ripped off a leaf from a plant, put him on it, then put him on a fake pine tree..for hiding so hes more comfortable than hanging around on my walls..then i sprayed the tree around him with some water...IDK it made me feel better about the situation at least. Good luck