If your roses are in containers, you might consider moving them out of the wind, but make sure that there is still plenty of light wherever you decide to put them. Choose a warmer location if possible.
In October when the roses have finished flowering prune the rose bush well back. You will not need to do anything else till the spring when new shoots should start to grow.
One way is to cover it so that the cold doesn't get to it as well. In snow, we use plastic buckets to cover the bush, so snow doesn't even sit on them. Others use plastic bags.
The biggest danger for roses during the winter is drying out, so perhaps the most important thing is to remove the leaves and prune the bush back in the late fall. Leaves promote drying which is exactly the opposite of what you want.
Their are number of ways to winterize a rose and depends on the type of winter weather and if it is a container rose .A mild winter is tolerable however a cold winter would require covering the plant in mulch and more if its a sub zero climate.
Using your garden shears, cut each branch of your rose bush off near the base of the rose bush.
Add fresh mulch all around your rose bush.
Repeat these steps for each of your rose bushes if your have more than one.
If you have a tea rose and live in zone 6 or colder, then use the "Minnesota Tip" method. For a rose shrub put 12" of mulch or compost over the crown. Do not prune heavily in autumn. Do not use non breathable covers on the rose.
