Most people cover their roses for the winter too early. Wait until your rose plants have been exposed to several killing frosts and some good colder weather to help them go dormant BEFORE covering if winter protection is needed in your area.
All across the midsection of the states, typically the right time is about Thanksgiving time to protect your roses. In the more northern states still time if you have not, and as you move into the more southern areas if winter protection is needed it may be a bit early still.
Hybrid tea, grandiflora, floribunda, and of course all the new shrub rose types can all benefit from some additional mulch added right on the plants about a foot deep.
Wait to prune your roses until late winter or early spring so any winter damage is removed when being pruned. And for roses that bloom on last year’s wood - they don’t get pruned until after the June bloom is done.
Any kind of shredded mulch (bags may still be available near you), or compost works great too. Dump the mulch right where the canes come out of the ground piling it up about a foot thick. It will protect the canes from dying back. The exposed parts will discolor and may die back but those parts get cut off in spring anyway, and the covered portions will remain green and viable.
Many used to use the styrofoam rose cones and many times those plants would rot underneath the cones so if you are using them, be sure to cut the tops off the cones to allow moisture in and out during the winter months.
A pile of mulch is such a simple way to insure winter success in areas that do get cold, and now is the time!