In CorelDRAW you have to select an object before applying a rotation, so keep the rectangle you've just drawn selected. If you deselected it by mistake, select it again using the Pick Tool.
Click again on the rectangle: the basic selection points are turned into some double-headed arrows:
Place the cursor on any corner point. The cursor is changed from pointer into circular arrow that represents rotation movement. Press on any corner point and rotate: the rectangle rotates around its center.
Tip: Hold down the Ctrl key to constrain the rotation to 15 degree increments.
If you need it, you can change the default value of the constrain angle: Click Tools -> Options; in the Workspace list of categories, select Edit and type a value in the Constrain angle box.
You can also use the Angle of rotation box in the Property Bar to rotate an object. Just type a value in this box and click the Enter key (type a positive value if you want to rotate the object counter clockwise and a negative value to rotate the object clockwise).
The objects are rotating around the Rotation Point (or Rotation Center). Click on the Rotation Center and drag it anywhere in page. Press on any corner point of the object (rectangle, in this case) and rotate it. The rectangle rotates around its newly positioned center.