Planting roses where extreme winds are present is problematic because the roots are not anchored firmly enough in the ground. A small, light plant with a poor root anchor could be pulled out by strong winds. Before winter, pile compost around the bottom of a rose plant to help provide a stronger base that will hold the plant in place during harsh winter winds.
A dry rose is more vulnerable to the wind than a well watered one. If a rose plant is too dry, the cane and stems will become brittle, which leads to damaged or completely snapped plants if high winds come up. A well-watered rose will be more supple and can withstand more rough treatment. Another consideration is the water supply right before the ground freezes in winter. Give the plant plenty of water at that time to keep it strong against those winter winds.
Pruning your plants helps them to stand up to windy conditions better. If you have a plant that is full of thick, dense growth, it acts as a natural catch for the wind, which puts large amounts of strain on the entire plant. In addition, dead or dying branches will likely break off. They should instead be pruned off cleanly and excess heavy foliage trimmed away so that wind will travel through the plant instead of putting pressure on it.
Ultimately, planting roses requires that you carefully select the best possible site for your plants, which should be in a location that receives plenty of sun but has some protection from the wind. Ideally, your roses should be guarded from the prevailing wind direction in your garden. That way, the majority of the harsh winds that you get won't damage the plants.