Standard operating procedure for bare root plants
Don't let them dry out.
If you can't plant them in their permanent homes straight away, heel them into the ground anywhere that's convenient.
'Heel them in' = make a scrape or a hole big enough to take the roots without cramping them and then just cover to the original planting depth (you should be able to see this as a sort of tide-mark at the base of the stem.)
When it comes to proper planting, neatly trim any damaged or very over-long roots first...
Make the hole over-sized, so the roots have room. Spread the roots out so the plant gets a firm base.
And do your planting when the plant's still dormant -- you can get away with far more abuse.
PS. I have no idea what could have happened to your Wilkinson's rose, unless it was dying when you bought it...