Answer: You're in luck! The gazebo site sounds like a good one, provided the soil is rich and well-drained. Royall River Roses (PO Box 370, Yarmouth, ME 04096; ph# 800-820-5830) sells hardy climbing roses -- several that are hardy to Zone 3, and one that's hardy even to zone 2B! If you can find a nursery that grows climbers in your area, though, they should be best suited to your growing conditions.
Roses actually don't require any sun in the winter. It's important to keep them from getting too warm in winter, as they might during a thaw, since this can break dormancy and making the roses vulnerable to damage when the temperatures drop (as those of us in the north know they inevitably will!).
The first step in overwintering roses is allowing them to go dormant, which they'll naturally do as a result of dropping temperatures and shortening days. They'll stop growing and lose their leaves. Don't prune or fertilize them after midsummer -- both spur new growth that is too tender to withstand cold temperatures, and reduce the cold hardiness of the entire shrub. However, it is important to keep the soil evenly moist as the roses go dormant.
If you choose some of Royall River's hardy selections, you shouldn't need to grow them in containers. Just follow your neighbor's example, and protect the crowns (the main trunks where they come out of the ground) with mulch, etc.
Best of luck with your climbers!
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