Yes, you can prune to maintain a certain size but, in winter, you should be pruning way back and then allowing the rose to grow into the size you want. Light summer pruning (while deadheading to encourage continued bloom) will keep it at whatever height you want.
In zone 5, cover the whole rose bush in leaves or bark or... to keep it from freezing. Then do your heavy pruning in spring. If you prune too early and have a killing freeze, your rose will be even smaller next spring.
But, your roses might be covered in 10 ft of snow all winter.
My roses are at the mercy of the temperatures (very little snow in the desert). I only grow self-rooted roses as the grafts can't handle the temperatures.