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.
(..) I'm taking the next plane home. So long. Come here, will you. It's just that I like the kid. I don't want to see you get rough on him. I'm glad to see you come to your senses. You had me scared for a minute. You go back to your office. I'll call when I'm through with Smith. The Silver Knight! (..)1939 Mr. Smith Goes to Washington