Roses will grow in every state and territory of Australia. The key to roses is to ensure that they are protected from strong winds, get at least four hours of full sun a day, and grow in a rich, well-fertilised soil.
Roses can be grown from cuttings, but if you buy one from a nursery expect to receive a bare-rooted sticky-looking thing. Plant it straight away, to avoid it drying out.
Plant it in a hole 50cm deep and 50cm wide. Fill the hole with water to check the drainage, and pop your plant in. Make sure that the roots are spread out and not bunched up.
If it has been grafted (almost certainly will be), ensure that the knot is at least 4cm above the ground.
Prune in Winter, removing any dead and/or spindly-looking growth.