The variety in question is 'John Franklin', a 3 to 4 foot shrub with double red blooms. According to Hardy Roses, this variety is only hardy to zone 4 or 5 and is fairly susceptible to blackspot (which is usually not as serious in dry summer areas like the prairies, though). The 2008 edition of The Prairie Garden journal lists it as not reliably hardy for prairie winters, but the book Lois Hole's Rose Favorites only says to expect some dead branch tips in the spring, and that it will still bloom well.
As long as your roses are being grown on their own roots (i.e. not grafted), they should bloom as long as the roots and crown make it through the winter. Like most hardy shrub roses, the flowers are formed on new growth.
To give your plants the best chance of surviving the winter, be sure to water them well during their first summer to help them establish well. Do not fertilize them later than July, and during August, allow the rosehips to form if you have been deadheading spent flowers. As cold weather approaches, apply a generous layer of mulch, and hope for a good snow cover over the winter. Prune off any dead branches in early spring.
Keep in mind that woody plants sometimes seem to get hardier as they get older and more established. This is probably due to the expansion of their root system, which can more adequately replace moisture lost during the winter. Because of this, it is probably best to plant even container-grown shrub roses in the spring to allow them as much time as possible to develop their roots before winter comes.