He's 'having a rough time (of it)'. = He's 'going through a rough time'. [=he is having a difficult time; his life has been difficult recently]
The project still has a few 'rough edges'. [=the project still has a few things that need to be changed or finished]
Don't 'be so rough on them' [=don't punish or criticize them so harshly] for making a mistake.
(..) But, you know, I still miss her. The greenwoods, they're ok. They're ok. You know, it's rough. I'm nervous with them. That's just the way it is. It could be a lot worse. Really. You understand? I'm sure you miss (..)1993 Free Willy