To lay out the basic lines without making the final connections.
A rough-in is often done as a preliminary stage to approval by a building, electrical, or plumbing inspector.
So, as applied to electrical work, a rough in job would mean to pull all of the electrical cables through the studs and into the boxes. But light switches, outlets, lights, and so forth would not be attached.
As applied to plumbing work, for example, roughing in would mean to bore holes through the studs for the pipes, install and connect pipes, but to avoid connecting fixtures or any end elements.

