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can i keep my zelkova (japanese elm) in my house for a couple of days because of the wind

A couple of days is fine as long as it gets enough sun. I have kept mine inside for a week with no ill effects.

yes and i heard that if you buy your tree from a store (prebonsai,nursery stock) you should keep the tree indoors during the winter because the tree is used to more worm temperatures (Japanese elm)

I wouldn't leave it inside in the winter, because zelkova do need a dormant period or they will only live for a short time. They have to have that dorment period to rest and "regroup". The only trees I keep inside are tropical and sub-tropical trees. Without that rest period a tree will soon loose it's stored resources and die.

where i live the temperatures can go below -10c° how do i protect my tree from cold?

place it in a garage/shed where temps don't drop as deep as fast

anything else i should beware of during the winter

don't let it dry out..