I don't know what your zone is, so can't tell you specifically about your area. But I'd move them in when the nighttime temps get in the 40's or less. If you are in a very cold zone, and depending on what type of Azalea you have, it may need better protection against the season than that. I'd make sure that I kept them against the house wall side of the porch in any event. Watering is the same as any other time of year, only when it's nearing dry. It'll take a lot longer to dry out in the cold weather, you may only need to water every week or less. Do not water them if the rootball is frozen.
good luck!