Have you been doing your main story quests, as they unlock pretty much all the content in the game as you go along, including the ability to travel by airship between the three cities. As mentioned above, ROG is unlocked in Limsa Lominsa, which the main story will eventually take you to after the level 15 main story quest. In case you were unaware, main story quests are identified from regular sidequests by a special 'flaming meteor' icon instead of the regular '!' mark inside a speech bubble.

Also, have you been doing your class quests for PGL at the PGL Guild in Ul'dah? The level 10 class quest unlocks the ability to change classes, which is necessary if you want to switch to ROG.

As for abilities, each class/Job has their own set of abilities which changes when you change class, however, you can use the same role abilities used by your existing class, as ROG shares the same role (melee DPS) as PGL. You will just have to set the new abilities when you unlock ROG.