The tag that you're looking for is over-wintering, and that would deal with the care of plants that are dormant during winter. winter-gardening is broader, in the sense that it could be anything you do to your plant/garden during the winter. For your question on roses, it would be appropriate to tag it with both tags, as bstpierre has done.
On the other hand, in some places (like San Diego for instance), although we have a "winter" season, stuff still grows (albeit very slowly) and there is no need for over-wintering any thing. So if I were growing lettuce/kale/spinach from fall through spring, I'd probably tag it with the appropriate vegetable tags and winter-gardening.
Hope that made it clear :)