Rogue is a utility program which reveals an unrevealed Corporate Safe, chest of Deposit Boxes, or Secure Locker. It costs 2 PWR to use, and has a cooldown of 2 turns. Rogue can be bought from some Server Terminals for 300 credits.
Rogue is a bad program. It can provide some useful information for exploration, but safes are generally not the first things you need to find in a mission. To get an idea of how bad Rogue is, consider that it usually costs a few PWR to hack a Camera Database to reveal all of the Security Cameras, whereas it costs 10 PWR and takes at least 8 turns to use Rogue to locate all five safes. Locating cameras is more important than locating safes, and hacking the cameras often tells you where the safes are anyway. Rogue also compares very unfavourably to Oracle, which not only reveals the location of cameras, but also hacks them and has no cooldown.
Rogue is slightly better in Security Dispatch missions since it can reveal the objective, but worse in Vault missions because although it can tell you where the Vault is by revealing a chest of Deposit Boxes, using it again can reveal more Deposit Boxes, giving no additional information in practice.
So it is basically never worth buying Rogue, because there are better uses for your money and your program slots. Normally you will only have Rogue if you find it for free in a Program Compile side-mission, and even then you should consider selling it for 150 credits instead of keeping it.
All of that said, if you are playing on lower difficulty settings where credits are more abundant, but you often have to leave missions without getting much loot due to the alarm level getting too high, then Rogue might not be useless to you. In a facility with many branches leading to long dead ends, at least Rogue can tell you which way to explore to get some of the loot without having to backtrack too much. If Rogue reveals a safe that is far away, then this can also tell you that there is not much left to explore in another direction, so you can check out the other direction first.