The Rollout is the actions or paths taken by players before fighting begins each round. In 5CP maps, the rollout is the series of jumps and routes that reach the middle point fastest. In Stopwatch maps, the rollout is the positions and precautions taken by the defense during setup time.
In 6v6, one reason that Scouts, Demomen, and Soldiers are the main classes is their ability to perform a rollout extremely efficiently. Scouts run quickly enough to just run to mid through the shortest path. The Demoman and Soldiers have to sticky jump/rocket jump to reach mid quickly while also building uber for the Medic. The Medic must make sure that his whole team, especially the Soldiers and Demoman, is at full health/buffed by the time they reach to the middle point. Usually the Medic begins the round by buffing the Demoman because he will jump away the fastest and won't receive any more heals. Once the Demoman is out of his range, he will give overheals to the Scouts. The rest of the rollout is spent healing the roaming soldier as he jumps to mid. Meanwhile, the pocket soldier is able to run with the Escape Plan and receive "crit-heals" near mid (sometimes roles are reversed with the Roamer running with the Medic and the Pocket jumping quickly to mid). This ensures everyone has full/almost-full overheal when the team reaches the middle point and minimizes time spent running to mid.
Highlander rollouts in 5CP focus on getting the Demoman and Heavy to the fight as fast as possible because they are the core of a successful push into mid. The Soldier often equips the Disciplinary Action, as it can take a couple seconds off the rollout time for the entire team. The Demoman usually uses the map's respective 6v6 rollout, so he and the Scout reach mid about 2-3 seconds before the whipped players. Before reaching the midpoint (but not so early that the soldier is cut off from whip targets), the flanking classes split up from the combo and take a separate entrance into mid. This ensures that if the enemy Demoman was more successful in the first seconds of the midfight, he won't be rewarded with damage on the entire team funneling through one door. It also puts flankers in a position to ambush enemy players right from the start.
Mainly gravelpit, varies from team to team: Sticky traps, Sentry/Dispenser spots, etc.
The primary objective to accomplish during setup time is to create a hold strategy that shuts down the first push of the attackers and set up an exit strategy for a stronger hold on the next point (The first point of most Stopwatch maps is generally very easy to capture. cp_gravelpit is an oddball: the first point is such a giveaway point that defenders often don't even hold it at all). To hold off a push, the defending team needs to have a strong hold position for the combo that protects the point, a level 3 sentry in a position that covers blindspots and exit routes for the combo, and a strong lockdown on the flank routes through which enemy players might seek an unexpected angle of attack.
Many teams have a few designated players (2-4 non-Engineer, non-Medic classes) kill themselves in the setup time when defending on Payload maps and Attack/Defend maps. The metal that the Engineer gains by picking up their dropped weapons allows him to build level 3 buildings more quickly so that he is prepared by the time setup ends. The Soldier and Scout often watch the flank, with occasional support from pick classes (Spy and Sniper), so those classes tend to look for good positions to hold the flank during setup time. Also during setup, the combo walks to wherever the first major hold position is. The Demoman can lay sticky traps at choke points between BLU Spawn and their position to try to kill a major class before the first push. If he can't find opportunities to get backstabs, the Spy can use the Cloak and Dagger in a position that allows him to call out information about the attackers, or he can cloak near a sticky trap that is out of his demo's field of view to call out when to detonate it.
There are few ways to train rollouts, the most popular one is hosting a dedicated server and with sv_cheats enabled use commands to give you health and teleport you back to the spawn as explained by kaidus in this video.