Welcome and thanks for your question. Pruning depends somewhat on what type of roses you have.
Generally one prunes hybrid tea roses, grandfloras, floribundas in the spring since they bloom on new growth. The best time is when the forsythia starts blooming - that can be your "pruning clock." Remove the dead wood, and any suckers that are growing below the graft. Try to leave 5-6 new canes evenly spaced about the plant for a balanced look.
Newer shrub roses (like "Knock Out") bloom again and again. Those should also be pruned early in the spring. Remove any dead canes, and decide how high you want the shrub to be when it reaches full growth. A good guide is to know that the length of the canes will triple after pruning, so if you want a 3-foot-tall bush, you can prune everything back to 1 foot in the early spring. After the first blooming you can do "touch-up" pruning to keep the shrub tidy, but these shouldn't be pruned hard after that first early spring pruning.
Rambler roses bloom only once and you also prune those back as far as you want after they bloom in the spring. You can prune as hard as you want, even down to 4-6 inches if you need to if they have outgrown their rambling space.
Climbing roses should have old canes removed early in the spring and then needs only touchup pruning the rest of the year to keep it tidy.
All the best,