Some days ago we got a plant called a winter cherry from Morrisons. (some
kind of marble sized orange berries on it).

It says it's an outdoor plant, but we thought it would not survive the
recent frosts, so have it in a southfacing room but away from the window,
but it does get some sun.

Leaves are falling off and turning yellow at a rate of knots. Any advice
gratefully received. Thanks.

If you got it only "some days ago", then yellowing and falling leaves are probably to do with its treatment before you bought it. If you still have the receipt I'd try taking it back and asking for a refund or a replacement. Morrisons are usually pretty good at dealing with customer complaints, or at least, our local one is.