In Minnesota now is probably the worst possible time to try and root cuttings. The hours of daylight are too short and the angle of the sun is too low for what light there is to be any good. Also, roses do not do well indoors at all. Even a healthy, growing potted rose will suffer if it is inside for a long time. I would wait until spring to try any more cuttings.
Some people cover and others don't. It will work either way. The soil needs to be kept DAMP, not soggy wet, and never allowed to dry out completely. What levels are best depends on many factors.. The soil, the humidity around the pot, the size and type of pot etc. Rooting cuttings is a learning experience. You need to experiment and try different methods until you find the one that gives YOU the best results.
For myself I do mine in the spring in 16 oz. clear plastic cups with drainage holes punched in the bottom and I use seed starter soil because it is very light weight. The clear cups allow me to see how moist the soil is and allows me to see when there are roots forming without having to tug on the canes which can break off the tiny new roots. I put the cups right outside, uncovered, in full sun with the rest of the roses. Those are the conditions they are going to be growing in so I want them to be aclimated right from the start. I don't baby them.