Design the trellis so it is sturdy enough to withstand the weight of the rose plant. Make sure there is a solid foundation, perhaps even involving concrete, to help secure the main posts that extend into the ground.
Choose pressure-treated wood. When the rose vine starts to grow, you will not be able to reclaim your trellis to stain it.
Design and select lattice that will still leave room for pruning. The slats need to be wide enough to allow the stalks of the rose bush to grow between them.
Lay out your blueprint along with your materials, then construct your trellis. Leave plenty of time for the concrete to settle if you choose to use it. Using screws rather than nails will help the trellis stay together better given fluctuations in the weather.
Construct the trellis so that it has room both vertically and horizontally. The rose vine is mainly composed of canes, which will bloom more if they are allowed to grow in both directions.
Build the trellis where air will circulate behind it and in front of it. The best position is perpendicular to the prevailing wind in your area. If the trellis is going to be placed near your house, leave enough room to remove the trellis in case you need to do maintenance. Locate the trellis where the roses will not have to compete with other plants for sunshine.