You can do -anything eventually will grow from seed -that is how new varieties are produced- but by cross pollination
Now what you will get is in the lap of the gods-you may stumble across some new variety but the chances are pretty slim that you will get anything worthwhile
So look on it as an experiment-it will be a few years till you see a flower -so sow lots of seed and sit back and wait
Remember there are roses breeders that do this a business -if it was supereasy they would not be in business