Please use the Q&A and the Ezine search features to find previous posts and articles about pruning. I'm sure you will find what you're looking for as the subject has come up often.

If you are going to train them to a trellis then I wouldn't prune, but wind the cane through the trellis very carefully before it hardens with age.
Pruning wouldn't hurt the rose. Find a set of leaflets pointing in a direction you want growth and prune 1/4" above it.

If everyone in your area is saying mid-February, then chances are very good that's what best for your area.
Start with removing, dead or damaged foliage. Then work on spindly growth, as it isn't going to do anything for you anyway. The branches coming from the main canes (laterals) are where all of the flowers come from on a climber, clip off damaged or dead laterals.
Look to create balance, you don't want a lope sided rose. Bring it down to the height you want, or leave the height.. up to you.
When the top is done, look to the main canes for damage. Prune out with a loper or pruning saw canes which are dead or not producing solid growth.
Experience will gain you confidence. It's an unnerving process for everyone in the beginning. When in doubt leave more, because you can always come back and take more out.
Best of Luck

Cathy,

There are numeroius Q&A posting about pruning the the "Care" section. Also, you'll find the topic well covered in the Ezine. Use the Ezine and Q&A search feature to find them.