Growing Aloe in a container is the only way it is grown up here, and usually as a houseplant. Aloe (of which there are literally hundreds of varieties, and I don't know which one you have) is actually a succulent, not cactus, and belongs to the Asphodelaceae Family.
Grey is right, you should bring it in before any threat of frost, and a good sunny south window is all it needs. It takes a little more water than a cactus because it is a succulent. Very easy to care for plant.