In your zone, it should be enough to push them against the south foundation of the house and pile leaves (if you have them) around the pots. You need to be more concerned about the root ball than the canes.

The unheated garage should also work. A slab or dirt floor will conduct heat from the earth, so do not insulate the pots from the slab.

Check the soil moisture every 2-4 weeks and don't let it get totally dry. Don't try to overwinter roses in the house. Keep them cold (ideally 20-40 degrees most of the time).