Dumb question, how do I rotate objects while building?

I'm on PC and it says for me to press R and when I press and hold it says use the mouse wheel and I do it the object just sits there. I'm trying to build an outdoor garden area and use those low walls between buildings, but I can't figure it out. I've tried just tapping R repeatedly and using the mouse wheel and the object doesn't move. What am I doing wrong?