Answer: Since roses grow wild as far north as Siberia, the short answer to your question is "no".
However, in the garden it depends on which type of rose you are trying to grow. Hybrid tea roses in particular do need some pruning and preparation and real protection to survive the winter. Other types of roses such as those with rugosa parentage and some of the "old garden roses" should not be pruned in fall and while they will probably survive without extra preparation would appreciate some mulch as part of routine care. There are also some modern roses which require a minimum of care.
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.
If you have a specific rose you are wondering about, please ask again at the website and we will do our best to help.
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