Adding beams to notes is considered a grouping operation in the Rosegarden Notation editor, available on the menu. Select the notes you want to beam, and use the menu option. To remove a beam, select the notes and use the menu option.
It is possible to have more than one beamed group happening at the same time — you just select and beam the separate groups one at a time — but Rosegarden is usually not yet clever enough to work out which notes should have stems up and which should have stems down for simultaneous beamed groups, so you will probably have to set the stem directions of the notes in the groups explicitly as well as beaming them.
Rosegarden can attempt to guess a sensible beaming for a piece of music, provided it's not too complicated. To invoke this, select the notes you want to calculate the beaming for (for example by triple-clicking to select a whole staff) and then use the option on the menu. Auto-beaming is also done automatically when loading a MIDI file, for example, and the editor also does some automatic beaming as you enter notes (this can be disabled by changing the "Auto-Beam when appropriate" setting on the configuration dialog or the insertion tool's right-button menu).