As well as most of you i love gardening

i do have a ??, as u may know our winters get pretty chilly, last winter we had at least 12feet of snow covering the rock garden. Most everything came back, however it was tough on the roses and hydrangeas. So ?? is do you cut rose back for winter as well as hydranga's??? Also would it help to cover them with bark or some other type of cover?? i lost some of my grasses, and replanted this spring but i fear i'll loose them again, if i don't cover them with something, do i cut them back as well??
sorry such a book this 1st time just excited i found this sight

look forward to hearing back about how to save my roses, hydrangeas and grasses!!
thanks!!