"Monrovia" brand bamboo is actually not bamboo, rather it is a shrub in the barberry family which has acquired the confusing name of "heavenly bamboo". It is properly called Nandina domestica http://en.wikipedia.org/wiki/Nandina. It is said to be suitable for hardiness zones 6 to 11. I don't know what Chicago is, but I guess it might not be as much as 6. In the SE USA, the plant is an invasive weed, so you can see that you are some way away from its preferred growing conditions.

All you can do is wait, and if it is dead it is dead. It probably didn't like the lack of light in the garage. I'm not sure it is such a special plant to be worth the effort of overwintering indoors each year.

Why not try real bamboo? There's someone on bambooweb growing real bamboo in Michigan, so I reckon you might get away with it in Chicago, especially if you benefit from the urban heat island. The hardiest true bamboos are typically said to be OK down to about -25C or even -28C (roughly -10F to -20F), in the ground, but I think the Michigan man sometimes gets away with worse - snow cover is of course a help in insulating the plants, even if you lose some of the top-growth in a bad year.

Of course, you have to choose really hardy bamboos, and ones that won't mind your warm Chicago summers. The slightly bad news is that most of the suitable bamboos are in the Phyllostachys family, which are a bit invasive in places with a warm summer, so build some underground structure to contain them in advance. Some of the mountain bamboos in the Fargesia family are both very hardy and non-invasive, but in the US cultivation is usually confined to the NE and NW coastal areas as they don't like excessively warm summers; you'd need a cool shady spot for one, and probably not very easy to get hold of. You'll find hardiness ratings of specific species on the American Bamboo Society website.