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.
Fertilizer: Roses are heavy feeders, and will benefit from a steady supply of nitrogen, phosphorus and potassium. You can provide these nutrients with either liquid or granular fertilizers, at a ratio of approximately 5-8-5. In most cases, regular applications of compost, rotted manure, fish emulsion and seaweed extracts will provide roses with all the nutrients they need. These organic amendments also help to moderate pH imbalances and stimulate beneficial soil life. Other organic amendments favored by rose growers include greensand, black rock phosphate and alfalfa meal.