Can dough be knead with a rolling pin?
You didn't say what kind of dough you are thinking about, so I'll try to give a bit of an overview first:
With most doughs, the way you handle it will influence the development of gluten. Roughly stated: more handling/stretching equals more/longer strands and more density.


Type 1: Pie crust, shortbread, bisquits etc.
You want to avoid excessive development of gluten as it would make the result tough instead of light and flaky. So we aim for as little handling as possible, "cut" or "rub" the fat into the flour and add liquids at the end with only a quick stir. Use of a rolling pin would counteract this approach, so no use here. Some people will even avoid re-rolling this type of dough whenever possible. 
Type 2: Bread etc.
Here, the gluten strands will trap the co2 developed by the yeast, thus enabling the bread to rise. The type of strands can be influenced by the method of kneading. If you go "round and round", either in a mixer or by hand, you'll get lots of small bubbles, giving your bread a uniform texture inside. If you do a "stretch and fold" (usually repeated a few times during the first rise) you get longer, aligned strands and large bubbles. With each method, the dough will be way to sticky to use a rolling pin, at least at the beginning. Most doughs will become less sticky when the gluten strands have started to form. (My great-aunt always said "it's ready when it cleans the bowl and your hands".) That's the point where the rolling pin could be used theoretically. Usually that's after the first rise, when you knead gently again, then shape. I'd strongly advise against the use of a rolling pin here because a few things are likely to happen: a) you might "burst" too many co2 bubbles, b) you are likely to work too much extra flour into the dough, because your hands "feel" when it starts to stick, the pin doesn't, c) you actually aren't supposed "flatten" the dough, rather gently stretch it somewhat, then fold over to the middle and just press to make it stick onto itself again (to quote my great-aunt again: "Handle it roughly first, gently later."). And you will use your hands anyway to move the dough, so why clean the pin, too? 
Type 3: Pasta dough
This is actually one type of dough where the use of a rolling pin might be an option. Based on flour and very little liquid, pasta dough needs to be kneaded rather firmly and longer, because the development of gluten strands is somewhat inhibited due to the "dryness" of the dough. The pin could give you the leverage your hands don't. Some people roll the dough a few times through the pasta machine on the wide setting before shaping it, too.