In William Faulkner's short story, "A Rose For Emily," I do not think the story does imply that there was a rose on the pillow next to Homer's body. There is, however, discussion of the color of rose during the town's gruesome discovery.
Miss Emily has been something of an enigma in the town: little is known of her recent and private life. She has lived in seclusion so long that people can only surmise what her life is like, or recall times in the past when she did come out of the house. Faulkner artfully switches the chronology of the story's events so we are completely surprised by the horrible discovery in Miss Emily's house upon her death. Faulkner's description of the tomb-like room they can only enter with the breaking down of its door, expertly provides mental images of what the townspeople see upon entering. This may be where the "sense" of a rose is present:
The violence of breaking down the door seemed to fill this room with pervading dust. A thin, acrid pall as of the tomb seemed to lie everywhere upon this room decked and furnished as for a bridal: upon the valance curtains of faded rose color, upon the rose-shaded lights, upon the dressing table, upon the delicate array of crystal and the man's toilet things backed with tarnished silver, silver so tarnished that the monogram was obscured.
The man's body is in the bed—so badly decomposed that it has become a part of the bedclothes beneath him.
...upon him, and upon the pillow beside him lay that even coating of the patient and biding dust.
Then we noticed that in the second pillow was the indentation of a head. One of us lifted something from it, and leaning forward, that faint and invisible dust dry and acrid in the nostrils, we saw a long strand of iron-gray hair.
The most gruesome part of this scene is not the long-dead body. Homer Baron disappeared many years before, when Miss Emily was still rather young. What carries even more implication is the hair on the pillow beside him: it is not black as it would have been in Miss Emily's younger days—it is iron grey, the color of her hair when she died. This means that she has slept with him for years after his death...for the hair on the pillow is much more recent.
However, there are only the rose-colored accents in the room. There is no rose.