I'd move them as far away from the house as possible so they don't get stuck back down in the window wells. They might have been attracted there by bugs in the warmer months or even by the heat escaping from the windows as it got later into the season.
If the ground is not frozen, and it's still possible for them to dig in or find cover under a rotting log then I'd let them go. In regards to the one with a bum leg I'd find a hollowed out log, or a rotting piece of bark that lays pretty much flat on the ground to put him under. Dig out a little hollow and hope for the best.
If the ground is to hard I'd just keep them over the winter in the tank in your basement. It doesn't need to be warm, they will be fine down there even if it's not heated. Just keep a water bowl filled with water, get some playsand so they can dig down into something and if you see them out you might want to head over to the petstore and grab a few crickets for them. Once spring comes around and the leaves start to bud on the trees you can release them back into the wild.