The Don Juan Among Roses
Don Juan is a magnificent rose! And it loves to climb, that means that it will be thrilled to have a nice trellis to climb. It won't like being cut back too much, but if you have to do so for size restrictions, do it in late fall or early spring. If you want to prune the long canes you can, just make sure to prune to a node!
Starting Them
You can actually grow them inside all winter, provided you have a sunny window for them.
When you plant them outside, usually in a larger pot I would use a natural mulch because it can really help act as a natural barrier. You should be able to find good mulch at any garden centre. And When I say natural I mean a real one, not those synthetic coloured ones that you see around.
As a rose grower, I feel the need to warn you that overwintering them in pots is a risky game.
A snowy winter or a warm and wet winter will all be fine. The cold and dry winter that we get sometimes is what will likely kill a potted rose.
If you have somewhere you can put it to shelter it, like a garage, it will stand a better chance.