If it was inside an air conditioned store and then you took it outside to a very hot temperature that could have put it into shock. You may need to gradually acclimate it to those high temps by putting it out for only a few hours a day at first. Or find a shady cooler spot for it and then gradually put it out into more sun. You may need to repot it into a larger pot too. The store pots are usually very small. Keep it well watered but not soggy and give it some time to get accustomed to it's new home.

Hi, repotting is necessary. Normally there are 4 little bushes in that tiny pot. Each one will need it's own pot since roses really don't like to share. Tease the roots apart trying not to loose to many. Roses like an acid soil so you'll want to put an additive in the potting soil to give it the right pH.

I've heard the correct soil moisture to be described as like a well wrung out sponge. That description has helped me tremendously over the years.

Also roses do drop their leaves during winter. They may get confused as to when winter is so if they drop their leaves don't consider them dead until their stems go brown.

Best of luck with your miniature roses.