Lilac is exceedingly cold hardy. I have one that is likely as old as our house, i.e. about 90 years and has taken everything Ohio winters could throw at it in all that time. If your lilac died, something else killed it, not the frost.
Brought it with you sounds like it is in a container. Both under and over watering are much easier to do when it is in a container. If you have a way to plant it in the ground, I think it would do much better there. Lilacs have big root systems, not super deep, but wide, and it needs room.
Otherwise just plant it and take reasonable care of it and see what happens. They are hard to kill.