Some people do well with fall cuttings. I never have. It depends on what types of roses you have, temperature and humidity levels where the cuttings go, and possibly just plain old technique. There isn't anything to lose by trying, but I wouldn't depend on it.

I have had good success starting cuttings in the Fall, but not indoors. I'm sure others can do it but I can't. What works for me is to plant the cuttings on the South side of a building to protect them from the North wind and to get what sun that comes through the Winter. I do everything else the same as I would other times of the year except that I plant them a couple inches deeper. I remove some of the bark and apply rooting hormone and keep the soil damp. I also like to peg or layer roses in the Fall and let the root begin to develop through the winter. Since I'm in a warmer climate this may or may not work for you but I have had at least a 70% success rate with cold weather cuttings outside.

Scott