Answer: To some extent this depends where you planted the rose, meaning is it out in the open or up against a building? If it is up against a building, you will need to somehow slide the trellis in behind it. Make sure there is a gap of several inches between the trellis and the building to allow for air flow and propping the rose canes through it.
If it is out in the open, you might want to position it so that the wind blows the rose against the trellis framework, or if it is a very windy spot, you might want to set the trellis at a ninety degree angle to the wind so it does not act like a sail.
If you are thinking of more of a permanent pillar type support, simply put it as close to the rose as you can without disturbing the roots; a foot or 18 inches away should be doable. The rose can be trained in that direction and tied in as needed until it hooks itself through the trellis. Somehow, it usually seems to work out.
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