The best way to store candy canes that I have discovered over the years is to place them in an air tight plastic bag, suck all of the air out and then store them in a dry location. Don’t put them in the fridge or freezer there is simply to much moisture in there. They will get frosty and damp, and eating a candy cane that has freezer burn just tastes gross.
The least expensive way is to buy some decent air tight plastic bags, I like the ZipLoc ones but there are other brands available that are decent. You want to remove as much air as possible, so once you have the candy canes in the plastic bag close it most of the way and then suck the remaining air out and then quickly close the bag the rest of the way. You can also use a fancy vacuum sealer to do the same thing.
Although you can store candy canes you do have to weigh the cost of storing them with the cost of simply buying new ones next year.