Answer: You have asked a difficult question. It is important to keep dormant roses cool (commercially, they are basically refrigerated in storage) so they stay dormant until you are able to plant them. They should be planted in very early spring while still dormant and allowed to "wake up" and leaf out gradually with the season. The instructions with bare root materials usually say to soak the roots (and sometimes also the canes) in water overnight just prior to planting in an effort to help rehydrate them quickly. Usually, these plants are planted immediately and so there is no opportunity to worry about watering them while still in the package. They should not need water at the roots while dormant, as long as they are kept cool.
If your plant has started to leaf out, and is therefore no longer in a dormant state, you should put it in a cool, very bright location and shelter it from very cold temperatures. It may need light watering to keep the roots from drying out, but you would not want to keep it soaking wet. The tender foliage grown indoors will be very susceptible to cold so you would need to wait to plant it until temperatures are moderated and will not cause freeze damage.
If it looks like this is the case, since it is still so early in the season, you may want to take it out of the box and plant it in a large pot where it can grow until it is time to plant it in the garden. Set the pot outside in a sheltered sunny spot on nice days and bring it into a nonfreezing location at night. Water as needed to keep the soil moist but not sopping wet. Then plant it after your average frost date.
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