It's not all that difficult. In most cases when I want to find out about something I Google it. In this case I put in "Starting Roses from seed".
The first page had 10 pretty good websites. One with fairly clear instructions can be linked to at the bottom of the page.
Remember, unless the seeds come from a Species Rose, the resulting plants will be unique roses, genectically unlike their parents. Because you have not controlled the process, you will have no idea of the parentage.
If just to see if you can do it, I wish you luck.

Here is a link that might be useful: Growing roses from seed

And the seeds from some may be sterile.

Hi there,
If it is an open pollinated hip, which means you had nothing to do with the pollination, the birds or bees did it or it is self pollinated, that means you have no date to go by so you should wait until you see some color such as red, yellow, or orange. Some hips do not turn color then I would go by the stem under the hip, as soon as it discolors to yellow, or brown take the hip off asap. You don't want it to fall to the ground because the squirrels are out scouting for food now.

Ususally a hip matures within 3-4 months from date of pollination. 120 days is what I wait if I can. And if they do fall off early you can keep them in the refrigerator for 2 weeks in a plastic bag with a paper towel in it to absorb the moisture. Or if you have a long enough stem you can keep it in a vase of water for a week or so, it might still mature more.

I try to harvest my hips before the temps get down to 30 degrees or below.
This is the range of temps that I go with when growing roses. 40's to stratify (to keep in frigerator), 50's to germinate and 60's to 70's to grow. This has worked for me.
Good Luck

Thanks! How long can I keep them in the fridge safely?