All hybrid teas, floribunda and some climbing roses need extra winter protection to survive our winters.  On shrub roses(like ‘Knock Out’), English roses and groundcover roses, winter protection is not necessary although a good layer of mulch before winter will help prevent frost heaving on recently planted roses.  Before the temperatures reach 5 degrees Fahrenheit but not too much earlier (typically early December is good), mound soil, straw, leaves, mulch or what ever you have at your disposal over the center of the plant.  A 10 inch tall mound is the minimum amount recommended for winter survival.  Pre-formed rose collars are available that go around the rose and help hold in place whatever you use to mulch them with.  On some of the more tender varieties of climbers, a taller mound is recommended and it may be feasible to bend all the canes back down to the earth and then mulch to preserve as many of the canes as possible.  Sometime in early to mid to late  March when the ground thaws, all mounded roses should be uncovered and examined for pruning needs.