You need hardwood cuttings for roses so this means you need to wait until about September. there are lots of instructions including videos on line to help you. Hardwood cuttings grow roots over the winter.

There's a higher success rate with hardwood cuttings taken in autumn; the other option is semi ripe cuttings in late summer. Cuttings of other types of plants taken earlier in the year will be softwood cuttings. More info under propagation of roses lower down the page in this link

https://www.rhs.org.uk/advice/profile?PID=153

Thank you Steragram and Bamboo for your answers. I understand now. I have a friend who has a beautiful rose garden and I am going to try to replicate it!

Be aware, though, that most roses you see and buy are not growing on their own roots, they've been grafted onto a different rootstock to give them vigour, so although your cuttings may grow, they may not be as vigorous and tall as the ones in your friends garden.