The plant will become dormant—and you want it to stay that way; it is the natural state. After the first deep freeze, put is in a room or place (garage) with no heat and natural light (window). You can add some water occasionally but this is not intended to be “watering”; the plant is dormant and will not take it up but the soil can be lightly moist. Bring the plant back outside when it shows signs of coming back to life. Plant it, per the guidance above, when the soil warms.

I have successfully taken rose cuttings with both new and old wood. It is important to let the new stems sufficiently mature. The new wood is usually mature enough after the stem has just finished blooming. If you don't let the stem mature enough, then it usually becomes limp and will die before you can get it to root. I take cuttings from new rose stems in the spring right after the first bloom cycle. Then in early to late fall (in Southern California) I prefer to use more mature or old wood. When using old wood in the fall, I will remove the rose cuttings from the Mason jar, baggie, or mister, after only several weeks since it is cool enough then for them to root on their own as long as I water them daily.
After the rose seeds have soaked overnight, rinse them in a strainer and place them into the blender with at least a cup of plain purified water (making sure all seeds are covered), and turn it on for a few minutes. It usually doesn't chop up the seeds, but rather, it will clean off the pulp remaining from the rose hip, which would otherwise mold if left on the rose seed. You may see a few seeds chopped up, but those usually aren't viable anyway. Flush the rose seeds again through a strainer using fresh purified water.   

Cover the cutting loosely, pot and all, with a plastic bag or plastic wrap and keep the soil moist. Putting a tall stake into the pot will hold the plastic away from the leaves. If the plastic touches the leaves, they remain wet and can succumb to a fungus disease. Along the same lines, make sure the condensation can escape from the plastic or the stem will rot.
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