While the major-league Cubs will head home for the offseason after the end of September, there will be October baseball involving future Cubs, as the Arizona Fall League begins play at five spring-training locations October 7.
The Cubs prospects heading to the AFL this year are: Addison Russell, C.J. Edwards, Zach Cates, Ivan Pineyro, Gerardo Concepcion, Dan Vogelbach, and Jake Hannemann. That's seven, and in general teams get only six full-time players, so one of these guys might be a "taxi squad" player who plays twice a week.
Cubs prospects, as usual, will play for the Mesa Solar Sox, whose home moves from Ho Ho Kam Park (which is under renovation for the Athletics) to Cubs Park. Peoria Stadium is also having work done this year, so two teams will share the Surprise Sports Complex (Surprise Saguaros and Peoria Javelinas). The three other teams are: Scottsdale Scorpions (Scottsdale Stadium), Salt River Rafters (Talking Stick) and Glendale Desert Dogs (Camelback Ranch).
In addition to a 32-game league schedule (most games are at 12:35 MST, some at 6:35 MST -- here is the Solar Sox schedule) culminating in a championship game November 15 at Scottsdale Stadium, there will also be a "Fall Stars" game, the league's All-Star Game, November 1 at Talking Stick. Both of these games are usually televised on MLB Network -- I'll post game times for those when available (usually night games), and if Cubs prospects are involved we'll likely have game threads.
Baseball's almost a year-round sport now... so you don't have to miss it when the Cubs hibernate over the winter.