Does anyone have any information on how to use this?

Rough Material Req is a way to inspect MRP items on the MPS level. Components and Work Centers are marked as critical and included in a Bill of Critical Material or Capacity. This allowes you to inspect material and capacity of MRP items when you simulate the MPS and to give you a rough overview if the MPS simulated is a viable plan.

If there are any documents out there to set this up, it would be very helpful

Create a manual Bill of Critical Material and Bill of Critical Capacity or mark as critical on the WC or Item and generate the Critical Bills.

Be cautioned in using this feature. If you have unsatisfied demand in your MPS, the bill of critical materials will also generate demand in MRP for the items. For example, if you have 10 widgets in MPS which are not satisfied by sales orders and you require 1 whosathing for each widget, if the whoasathing is critical, you will get demand in MRP for 10 whoasthings. They will show up as demand coming from rough materials requirements. It is very useful if you have items which may only be used once in a while and you want to make sure you have them in stock. You can use this feature in place of minimum inventory or other materials methods.

Using this function will actuall prompt purchashing to purchase material?
It is not for planning purposes or forecasting proposals?

This is the way I have used it in the past. If I have an item which is used say 10% of the time in a customized item, I can use the rough material planning to make sure I am aware of the demand for the item even if no actual demand has occurred. This can prompt purchasing to acquire items which have no actual demand, however it can also prevent stockouts on infrequently used items.