The first thing to do is to stop feeding and dead-heading the rose. Fertilizer and dead-heading give it the signal to grow; new growth at this point won't have time to harden before freezing temps. If you can, the best approach to winter for a container is to bury the rose, pot and all. Above ground, a container plant is considered less hardy. If your rose is listed as hardy to -29 C may only be hardy to 0 C above ground. This is because the entire rootball is likely to freeze solid; roots will not be able to replace moisture lost by canes in drying winter winds. This creates conditions for tip die-back which can be severe. Do you have a shed or garage; placing it there will at least reduce winds. If the pot will be on concrete/cement, place insulation between the pot and the hard surface. Surround the rose with chicken wire and pack with leaves, straw or blanket insulation. Cover the rose crown with 6 cm of soil. Once the soil is frozen, add additional dirt to cover the canes. It is not too late to plant a rose and it is the safest alternative. More information here: https://www.gardeningknowhow.com/ornamental/flowers/roses/roses-winter-care.htm
