Congratulations! You can make a rose garden.
Your plants are probably grafted, so they need to be planted deeper, as Toni suggested. The idea is to keep the grafted union below the ground, so that frost cannot kill the scions. Otherwise, the understock would take over.
I would plant the roses as soon as possible so that the roots can grow. They have at least one good month of root growth, which is more than enough to survive this coming winter. The minimum soil temperature for growth root is between 32 and 41°F. For us, in Toronto, it means that roots can grow till late November, even in December. I wouldn't prune the roses now, but leave it till they start breaking dormancy in spring.
You can plant your roses as Toni suggested, and, just after the first frost, you can add more manure or compost to cover the canes, as much as you can. In addition, you can cover them with leaves (oak leaves are the best) or hay.
Your roses should be ok. I planted one of my rescued roses last year, just a day before the first snow. I could not beleive when three new canes showed up this year.