Yes, you can take courses at other colleges such as the Metropolitan Community Colleges or other accredited universities but you should look on the Registrar section of the Rockhurst University website to see which courses transfer. Typically students might take psychology or sociology or at another institution but sometimes they take a science course such as microbiology elsewhere. You cannot transfer theology courses and it is difficult sometimes to transfer philosophy courses. You cannot usually transfer nursing courses. For details on transfer of courses see your advisor and also obtain a transfer form from the Registrars office.
Also ask about KCASE, a way to take a course at another institution without charge.