I got this flowers other day and they started to die. I heard somewhere if I plant the stick/stems of roses, each stem will start into a rose plant.
Is it true and if so how should I stick them in soil, and watering phase?
You can try. You'll likely want some rooting hormone to increase your odds of success, though you can root cuttings (your search term for further info - add rose for rose-specifics) without it.
Generally you want to reduce the cutting down to just a few leaves since more leaf area equates to more water transpiration and that can exceed what the lack of roots and just forming roots (as the process proceeds) can support. Some people also do things like placing the pot with cuttings to root in a plastic bag or other very high humidity environment to reduce water stress, but that's a bit double-edged as it can also increase fungal problems.
Unless the stem has actually started forming roots in the vase (unusual) normally you want a fresh, angled cut on the end of the part you're trying to root, dip it in rooting hormone, and put it in a hole in damp vermiculite or peat mix.
Source: been there, done that. Roses are pretty stubborn but do root. My neighbor tried rooting directly in soil but probably due to covariates failed.