Answer: Climbing roses should have their canes secured prior to winter weather, so they don't whip around and become damaged. Most pruning can be done during the dormant season prior to bud swell in the spring.
If you are new to roses or are looking for easier roses, you might look into a good basic rose book. One I like is Roses for Dummies by Lance Walheim ISBN 0-7645-5031-4. It goes into the different types of roses and explains their care very clearly, complete with diagrams for the potentially confusing parts such as pruning.
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