Rolex Produces three kinds of movements - Manual Winding, Automatic or Self-Winding, and Quartz.  Yes, Rolex does have quartz movements!!  

Automatic or Self-Winding - Rolex is primarily known for its wide variety of automatic and self-winding timepieces.  It is found in the large majority of all timepieces produced by Rolex for a half century.  The movement involves a rotor that gives power to a spring mechanism that keeps the timepiece powered for 48 hours on most older Rolex models, and now 72 hours on the new Rolex models.  Rolex made significant enhancement in the most recent calibers that provide more power reserve than the older generation of calibers did.  

Automatic watches are recharged by the movement of one's wrist.  As you move and are active, the timepiece uses that movement to gently wind the watch to increase power to the timepiece so that it becomes perpetually powered.  If you wear your Rolex Automatic each day, you will have enough power to run the timepiece without having to set it or wind it manually.  Some owners, have their timepieces on a winding machine, so that their collection of Rolexes and other brands are always ready to wear.  The machine moves in one or more directions in order to make sure all of the timepieces are at full charge when you put it on your wrist.  However, if you only have one Rolex, a winding machine is unnecessary.  Just put it on your wrist and wear it!!

Rolex Cellini Moonphase - Manual Winding Timepiece

Manual Wind - Automatic watches need to be manually wound when they run out of power.  So, although, an automatic can be self-powered, that is not the only way to wind the timepiece.  Many owners pop out the crown and carefully wind their timepiece even though it will gain power as they wear it, especially if the watch spent some time in a drawer or otherwise unworn.

Although it is commonly known that the Men's Cellini are manually wound, what you may not know is that the ultra popular vintage Rolex Daytona's also were powered by a Valjoux 72 manual winding caliber.  Each of these watches need to be wound daily in order to run and accurately display time.

Quartz - When quartz came out and popularized in the 1970's, many thought the fine timepiece industry would be crushed and that the horological mastery lost in the annals of time.  However, this did not come to pass.  In fact, Rolex, Patek Philippe and AP are more popular today than ever before.  However, with that said, the quartz movement is by far the most precise of the 3 types of methods.  It is necessary on occasion to have a need to change out the battery of the timepiece.  The quartz movement can be found in many Ladies Cellini models today.