Don't cut back now, wait until spring, then remove any dead or damaged canes and shape the bush.
If planted properly for our climate which means the bud union/graft should have been placed 4-6 inches below the soil surface, the first year you should provide some winter protection. In my zone 5a growing zone, I simply allow oak leaves to settle at the bases of my roses. I also blow leaves from the yard into the beds. Wood mulch or shavings, compost, or a mound of soil over the base of the bush after the soil freezes will suffice.
After the first winter, those particular bushes should be mature enough with a large enough root system to survive the average winter with little or no protection, although it never hurts to provide something to make sure they survive.
My experience is that no matter how much you protect, you still have a lot of pruning to do come spring.