Winterization for climbers depends on your location and whether windy conditions exist in your winters. I'm assuming it is not growing in a pot: that would complicate your prep. Once it turns cold for good, pile 6-10 inches soil, compost or wood mulch, not leaves, over the crown. (Remove in early spring.) When canes whip around on windy days, they may get damaged and the back and forth may rock the base and cause heaving. Loosely tie the canes together and wrap in burlap. (alternately, lay the canes along the ground and cover with soil/compost) Desiccating winter winds cause die back of canes; burlap shields the wind. Use a breathable material if you don't have burlap. Make sure the plant is well-watered through fall and again if you have above freezing temps in Dec to prevent desiccation. Here is a garden forum that discusses the topic: https://davesgarden.com/community/forums/t/787461/
Sanitation is the practice of cleaning up all plant debris and in late fall this includes leaves. Any that remain attached should be removed. This helps prevent re-infection next year with common rose problems which survive cold winters. In zones 1-6, mound 6 inches of dirt over the crown once winter sets in. Gently tie the canes and wrap with burlap. Expect some winter die-back of the tips. https://www.gardeningknowhow.com/ornamental/flowers/roses/roses-winter-care.htm
Also check the Jackson and Perkins website: http://www.jacksonandperkins.com/jp-winter-care-advice/a/516/
