I have about 20 adeniums in my greenhouse - in my Med climate garden. They hate the wet and die if it gets cold, say below 4 degrees. They rot in the roots and in the top growth so they would not withstand frosts or freezing. Yes, Alisdair is right; they come from summer rainfall areas in the Tropics and sub-Tropics. They take their generic name from Aden on the Arabian Peninsula where it is very hot, and mostly very dry but with very heavy monsoonal downpours in Summer which are infrequent. I keep mine absolutely bone dry and in sun in the greenhouse all winter. By late spring they begin to show new leaf buds at which time I water heavily and feqently with a little soluble fertiliser added every time hoping I will fool them into thinking the Monsoon has arrived. They grow very quickly and are in flower now, mid-Summer. I treat mine almost as succulent bonsai. Tho I do not find any need to root prune, top prune or repot every year. In fact most of mine, around 10yrs old, have never been repotted.
Try growing Cyphostemma's and Cissus too, the succulent, pachycaul (thick trunk) kinds . They are all fascinating plants