One of the often overlooked aspects for over-wintering Roses is to encourage them to go completely dormant. First avoid late season fertilization, second, stop dead-heading mid-fall allowing for the development of the rose hips. They provide hormones that help signal the plant to go dormant along with other factors.
The main concept for the winter protection of Roses is to keep them uniformly cold and/or frozen throughout the winter. This helps to avoid the damaging affects of freezing, thawing and the breaking of dormancy during mild periods in the winter; it’s better they stay frozen and dormant.
If you choose to cover or mulch your Roses wait until after a hard or killing frost that drops most of the leaves. Be sure to clean up the fallen leaves since they can harbor several diseases that will infect the new leaves the following year.
For the tall Roses, some light pruning can be done, but most pruning should be done in early spring. Cutting the canes late in the season tends to limit the closure of the vascular capillaries encouraging moisture loss and desiccation promoting further dieback
Mounding up some clean soil (not the soil from around the plant) about 10 or 12 inches high, follow by some mulch and then even by some evergreen boughs adds a great deal of insulation. Keep in mind that whatever materials you use should be well drained and NOT hold a lot of moisture that would stay soggy and wet.
Lastly, pay attention to weather forecasts in the spring; uncovering Roses too early can expose active tender growth to a late frost, uncovering too late can hamper the new emerging growth.