During the last week of August you should have stopped pruning and feeding your roses to discourage growth. Roses need a little help getting ready for winter because they want to keep on growing and flowering if you encourage them. Leave the last flowers on the rose. This will convince it, as the flowers turn into hips (which contain the seeds), that it’s OK to go dormant for the winter.
Once the plant produces rose hips it is ready to go dormant.
Just after first frost mulch about 6-12 inches deep around the base of the plant to protect the roots. This is also a good time to give it one last watering for the winter, and to clear out all the dead leaves and detritus around the rose.