Clay soil is usually fertile if you can get it workable and the advice you were given is good. Fine grit may be more effective than the sand but very coarse sand should help - just don't use the finer sort. You could get a pH tester (cheap from garden centres) and see whether the soil is acid or neutral. If it is quite acid adding lime can help. Add as much humus forming material as you can get hold of. Rotted manure (not at the same time as lime though), compost, , leaf mould if you can get it will all help to open it up. If you have access to leaves in the autumn you can use those in several ways. The simplest is to shred them with the lawn mower and spread them on as a thick mulch over the winter. Then dig in what's left in the Spring. They may take some nitrogen from the soil as they rot down but you can replace that eaqsily and it is well worth it.
Don't walk on it or try to dig it when it is wet - if it sticks to your boots its too wet to dig.
You should be able to grow great roses at any rate!

It takes VAST amounts of grit and a VAST amount of time to get a clay bed/border to a workable texture.
It's better to do areas of just a few feet at a time unless you've got nonstop energy and muscular levels !!!

Good garden compost added each year makes a big difference, have to be patient tho as it does take a while!!