Wands use the spell trigger activation method, so normally, you would have to have a spell on your classes' spell lists. (For instance, a 3rd-level Paladin doesn't yet have spells, but could still use a wand of Cure Light Wounds.)
If your rogue is interested in using wands, you may want to invest some skill ranks in the Use Magic Device skill. Then with a DC 20 skill check, you could use the wand.