The winter cutworm is not native to Michigan, but it has been in the state for quite a few years.  After the big population years where it was around in tremendous numbers, the population dropped off dramatically and their numbers have remained low.  They are probably being held in check by a number of natural enemies or diseases.  Since they are now widespread but no longer in large numbers, there is no longer a concern over where they are found or what damage they may cause.  They are now no more of a pest than about 30 other native cutworm species.  In fact, they are probably less of a pest than most cutworms, as they typically don't attack garden vegetable plants.  

You might be able to see it grow up into an adult moth, if the caterpillar you found is mature enough to pupate (it looks like a full size one to me).  Just give it a container to rest in, a little sprinkling of soil or some shredded paper toweling would give it a good spot to form a pupa.  If kept at indoor temperatures, you might get an adult moth in just a few weeks.