Yes, plant it outside. Roses are outside plants, not house plants. It should survive the winter pretty well, but at least this first year I would cover it with mulch a few inches high. Remove the mulch once the normal last frost day has past.

I have several of the grocery store minis and they all do just fine outside over the winter. The first year you might want to give them a little protection but once they're well established you shouldn't need to.

Thanks for the advice. It has grown almost twice the size which is amazing because I have only owned it for like 3 weeks lol. The original blooms died and now I have about 15 buds that will be opening up soon.

I'm glad to hear that your rose is doing well! Enjoy!