The first rose cuttings I rooted were done in Perlite, a sterile soiless material widely available. I cleaned a plastic flowerpot and sterilized with bleach in water, about one part Clorox and nine parts water. I washed the cuttings in the same solution. This is to prevent mold, which destroys many cuttings. I bent some wire into a couple of horseshoe shaped supports which I pressed into the Perlite to support plastic wrap, which covered the cuttings, like a little greenhouse. The plastic mustn't touch the cuttings or they'll rot at the point of contact. Rooting powder was applied. I kept this watered and under a flourescent light for several weeks. After the first two weeks or so the bottom of the cuttings swell and form a white rootlike tissue at the base. No root fibers yet. A couple of weeks later actual roots develop, at which time the cuttings can be planted in soil. For me the key to the whole thing was avoiding mold. As soon as any mold is seen the affected cuttings must be removed.
I find it more convenient to just put cuttings in the ground outside around September (there's usually plenty of rain) with a little rooting powder. Only about ten percent of my cuttings root this way, so I just make extra.