Put them in the garage, up on a shelf, and water them once a month all winter long. Drying out is one of the fastest ways to kill a rose. They are dormant so they don't need a lot of water but they do need a little bit each month. I usually put a shovel full of snow on the tops of the pots once a month.

Do not bring it in the house. Roses are not house plants and it will probably die before you can get it back outside in the spring. Most homes do not get any where near enough light and the humidities are too low for the plants to thrive. Instead they struggle along trying to grow and use up all their energy which they then can not replenish and eventually just dying off.

You can also put it up against the house, protecting it from some of the more extreme weather elements but not necessarily from the cold.

However, that may depend on your average temperatures and duration. In my zone, we get a few nights under 32 but most of the winter, it is above 35, so rose plants do OK with that, during the winter.