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.
(..) you were ready to give me a jump. A jump? Are you... I'm terribly sorry to disappoint you. But... I don't have a problem with it. I don't care if you putt from the rough. What are you... P-Putting from the rough? What on earth are you talking about? A difficult theorem can be like a symphony. (..)1997 Good Will Hunting