best of luck in your attempt to grow a rose bush indoors....i think light will be a major factor...do be aware though that if you bought the bush recently all its tissues will be of a kind suited to outdoor growth....hence the leaf yellowing which i'd expect to be followed by leaf drop...if next spring the bush puts out new leaves these will be more predisposed to conditions in your house...i would nt water too much at the moment either.
once again good luck !