Planting a potted-up rose in September. I live in zone 5 (Falmouth Maine, very near the coast).
My roses were potted and moved due to construction, and must be replanted soon (mid Sept.) I have two David Austin and one Buck. All are shrub roses.
Yes, planting your roses is the surest way to see them survive winter. As always, amend the soil prior to planting. Dig a hole 3 times wider than the pot and only as deep as the rose itself. Gently heel in the soil as you back fill and water well. The crown must be just above soil level. Use 3-4 inches of mulch. Many feeder roots are severed when plants are dug up; it can't be helped. So the rose counts on you to keep the soil moist all the way until the ground freezes when rain is insufficient. It doesn't take much water as temps cool but dry soil going into winter can lead to winter kill. If you have a shredding mower, pile some chopped leaves over the crown once cold weather has settled in.