It isn't really hard at all, Lynda. I do it every year. Yes, the plants start out tiny but they actually bloom and grow quite quickly. I have had seedlings bloom in as little as 8 weeks after germination! The only ones that will take longer to have their first bloom are the once blooming varieties. Some of those may take up to 3 years to bloom because they need to grow enough old wood to set bloom on.
What you first need to know is that roses do not grow true to variety from seed. Every seed grown out will become a new plant variety that has the genetic make up of all of the roses in its parent's make up. So you have no way of knowing what you'll get from each seed.
To get your rose to set hips you must first make sure it is pollinated. You can use a different rose to do that with or just use a brush to self pollinate the bloom. Once that is done you just have to wait to see if it worked and the hip begins to grow.. It takes 90 to 120 days for the hips to form and ripen, Most times the hips will turn red, yellow or orange as they ripen. After they are ripe remove them and cut the seeds out of the hip. Clean them VERY well tp get all of the hip material off.
The seeds need to be stratified then. Wrap them in a damp paper towel and put them in a baggy in the refrigerator for about 6 weeks. Then you can plant them out and wait to see what germinates. Once they get a few sets of leaves on them you can pot them up and let them grow!
Seedling in bloom after 8 weeks.
Six year old seedling in bloom in my garden.
That's a pretty rose! In answer to your question,I that it is it is possible to grow roses from seed, but it's very hard to do. A rose grown from seed would take a long time to become a plant mature enough to bloom. Commercially, I think that many roses are grown from cuttings taken from a mature plant, I believe. 
All are bee polinated so they belong to the category of the what ifs... 
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