like the title says...I can't find it anywhere in the side menu.
I don't believe there is a way to do it yet via the Rumble channel/app for Roku. I think you still have to do via the website "Playlist/Watch later" feature in the menu (when logged in on website).
I don't use the feature, but I just tested it with Web Video Caster so you can certainly log into your Rumble account online at the Rumble website, select the Playlist/Watch Later, and then cast it to your Roku device.
https://channelstore.roku.com/details/dd37e6d096d3197a9578787890118e33/web-video-caster-receiver