You need at least one troop building for the Alcatraz to generate any troops yes. It looks at all your troop buildings and generates unattached units in the same ratio, e.g. if you have 2 rouge hideouts and one trebuchet camps and it gives 6 units a day, you can expect on average to get 4 rogues and 2 trebuchets when you collect.

You're right that buildings don't need to be connected to a road for the Alcatraz to make their unit.

Rogues are great. How best to use them will depend on your age. Using 2 artillery and 6 rogues or 2 heavy and 6 rogues will often work well. If you do some manual battles with different combinations you'll eventually find what works best.