Are you supposed to feed your roses with a foliar spray? If so, what do you use and how often?
You can, but it is not necessary. Some writings say that foliar feeding isn't efficient. Most people I know do not foliar feed and their roses are beautiful.
I do use a liquid seaweed (I have used Neptune's Harvest Seaweed Preparation or a product called Response) as a foliar feed, I find that it strengthens the leaves and helps in disease resistance. It is a supplement to my regular fertilization program.