Rhododendrons are shallow-rooted plants, so make sure the roots are just below the soil's surface. Dig a hole that's wider than it's deep and back fill with leaf mould and peat-free ericaceous compost ...
The colder weather doesn't mean your garden has to suffer - there are plenty of tough yet beautiful plants out there that can withstand the chilly climes.
Stick to those plants with narrow leaves and wide bases if you’ve just set up your balcony garden because they originally come from arid climates. For example, azaleas, holly, heather, bamboo, phlox, ...