Best mulched in spring, around April/May, after you've fed the roses (if you feed them that is, with something like Toprose) and when the soil is moist. The composted farmyard manure on its own will be fine - if the 'ordinary' compost you've bought is potting compost, its best use is in containers or pots, that's what it's intended for, but if you like you can spread on the ground.

I would wait until spring before any mulch or manure spreading. Yes, certainly pick up all dead infected leaves and confine them to the bonfire or black bags. As you still have black spot, I would give all your roses a spray in early spring to kill over-wintering spores and any wooden trellis or arches that your roses might be growing on.

Thanks very much Bamboo and Jimmy for clarifying what I should do about the roses.