Only prune back canes that are damaged or really undersized. Otherwise, go ahead and plant as you would any other flowering shrub. When planting, pack in the dirt around the roots and water well. Then, mulch. Winter in a zone 4 garden can be tough on a newly planted rose. Though Above and Beyond Rose is rated for zone 3, I would still look at using a rose cone or wrapping it in burlap for winter protection. Especially, this first winter as the roots are still getting established.
Thanks for writing!