When to do it
Climbers are routinely pruned in winter, after the flowers have faded, between December and February. Long whippy shoots can be shortened or tied in during autumn, to prevent strong winds from damaging them.
Renovation can be carried out at any time between late autumn and late winter. It is easier to see what you are doing when the rose is not in leaf, plus there is a better response from the rose, which should grow back vigorously the following spring.