Slips are simply cuttings. The same instructions for cuttings apply. I've never overwintered cuttings but know people who have. Some bundle, mark, wrap, then bury them to be dug up in early spring or late winter and rooted.
Another person placed the wrapped cuttings in the crisper drawer of his refrigerator and took them out in spring to root them. They have to be kept cold, not frozen, and moist, not wet (setting in water). Wrap in airtight Zip Lock bags or Saran wrap. If burying outside, make sure they're deep enough so they're below the frost line.
There are lots of websites which can be found by entering "rose slips" in the search box.

Here is a link that might be useful: Rose slips on Google

Karl-we rooted some cuttings for the first time & we're trying to decide what to do with them over the winter. Do you think they will fare well under grow lights set up inside or is it better to give them a dormancy period?

dollsandroses
Where do you live? I'm in zone 5a, NW Indiana. I place my cuttings in a coldframe for the winter. I have a very small heater in it, set to go on at 35 degrees and off at 45 degrees. a string of Christmas lights is also in it. The cuttings stay green all winter but it's cool enough they don't grow much. It's big enough to hold 300 rooted cuttings in 4 inch square pots.
I don't advise trying to keep them indoors. The dry heated air makes keeping them healthy really difficult. You'll get white flies, gnats, quite possibly powdery mildew and even blackspot. I wouldn't want to spray indoors.
A small coldframe can be built from 1 1/2 or 2 inch thick extruded Polystyrene with a clear plastic top You just have to make sure you water a couple of times through the winter. I water 4 times. The water condenses on the top and drips back down on the plants.
Last year all 150 survived so this year, I did more.

Thanks, Karl. I live in New England, but we'll a somewhat mild zone 7a. I'll show my husband what you advise & let him decide what he wants to do.

Thanks for all info. I have put each cutting under a glass jar in wooden half barrel. I will put bubble wrap around the barrel as the weather gets colder on into winter. I'm also trying something new for me. I have put cuttings into pot with potting soil and water real good and into large freezer bag sealed (mini greenhouse) and under grow lights along with African violets. So far I've only lost 2 out of 6. those 6 have lost some leaves but cuttings still look green. Never hurts to try. Pembroke