Other than choosing the wrong time of year, it's almost impossible to prune a rose incorrectly. Here, in the western U.S., we have some fairly severe winters (-20 degrees F) and yet we grow some beautiful roses. I cover them in the winter, but I digress... After your rose has solidly gone dormant (a week or two of at least 20 degrees F or lower) prune it severely. If you have good growth lower on the main stem, I cut it back to say, 2 feet tall overall or less. If you haven't had consistently cold weather, wait... even if you have to wait until near spring.
Since you've never seen the rose bloom, I'd caution you that it's possible that the previous owner had actually planted another rose quite near this one off of which this one sprouted as a wild rose as mentioned previously. This is not uncommon and since the "wild" shoots grow vigorously many inexperienced rosarians leave them expecting such vigorous growth to produce splendid blooms... which is rarely the case. Give it another season after pruning as suggested, fertilizing first thing in the spring (I like the 4 inch long fertilizer spikes formulated for roses, two to a plant) and assure it gets at least an inch of water a week, but mulch the roots to keep them cool...
Best of luck!