I found the tag last night. It is a Maya Kordana Korosin

I am guessing that you bought it in a 1 or 2 gallon pot. If so then yes you will have to repot it into a larger pot or in the ground. My zone is a lot warmer so I would suggest you hop on to the regular rose forum and talk to people who live in your zone. I do know that during the winter if in a pot and maybe even in the ground, you will have to protect the rose.

Good Luck with your rose.

Hello! I am in a fairly similar zone to you...at least temperature wise.
So, to answer your questions, yes, it is a perennial, and it should be put outside. I've been told that miniature roses are some of the best to grow in colder climates because they are "own root" (they are not a grafted plant, like many larger roses are, so there is no graft to protect from the elements). I would say that if you have a suitable spot (several hours of sun a day) you should put it directly in the ground and let it get established; it will require a bit less care there than in a pot.
You can look at the FAQ on the main rose forum page to find out growing conditions and planting techniques. And yes, it may need to be winter protected (covered in some way to protect it from extreme temperature swings - there are lots of posts about this), and it may die to the ground over the winter, but if its roots are established, it should come back.
It will need plenty of water (base this on your soil - more if your soil is sandy, less if you have clay), and it will need fertilizer (lots of posts on the main forum and FAQ about this too). Good luck! The best way to learn about your plant is to browse the FAQ and scan the forums (mini and main rose page) for care questions.

Good luck!

Here is a link that might be useful: a bit more info about your rose