First - you can find your zone by taking a look at the First Editions Hardiness Zone Map.
As for the plants, Campfire Rose not only has gorgeous flowers, it is cold hardy to zone 3. If you have an arbor, cover it with Above and Beyond Rose. Also, take a look at the Easy Elegance Roses. They have a wide range of colors, are easy to take care of, and can take cold temperatures. To help with your rose garden, be sure to check out the Easy Elegance Planting and Care guide.