Growing roses from seed can be challenging, since the majority of seeds you collect often won't germinate regardless of your efforts. Fortunately, most rose plants produce a large quantity of seeds inside their rose hips, so it usually isn't necessary to achieve a high success rate. Keep in mind that the plants that grow may be different in appearance or other characteristics from the mother plant, especially if that plant is a hybrid of two varieties grafted together.
I bought hybrid tea roses last year. Not long after the first blooms, we moved one because it was interfering with the sprinkler system. It looked unhappy at first, but continued to bloom throughout the season. This year, it does not have so much as one leaf, no new foliage whatsoever, however, there is still green inside the stem towards the base of the cane. Is it done for, or is there a chance it will come back in it's second rear?
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.