Yes, you can make a bonsai from most any woody shrub, vine or tree. But bonsai are more than just flowers, so it takes some long-term development of a trunk to make a convincing bonsai. There was a thread posted here recently about a collected rose
http://forum.bonsaitalk.com/showthr...91&page=2&pp=10
If you want to get a rose-like effect, you could consider using a Serissa (called Snow Rose, or Tree of a Thousand Stars). That would tend to have foliage and flowers in scale. Otherwise it might take some years of growing before your rose resembled more than a bush. I personally can never keep those mini roses alive very long.
Regards,
Matt