Generally speaking, roses should not be grown indoors. A properly maintained greenhouse is an exception to this rule, but roses won't work as a typical houseplant on a windowsill since they need a lot of light, air circulation, a cool dormancy period, and so on.
On the other hand, you can grow them in containers outside. Just be sure to give them enough room since most of them are shrubs, and put them in a sunny place with gritty, free-draining potting soil. I've got a Knock-Out rose on my south-facing balcony that has been outside since spring of 2010, and it has been growing and blooming great, so it can be done.