Does WP Rocket support memcached?

WP Rocket does not have any interaction with Memcached - it is a totally separate caching system. You may use them at the same time without issue. There is no integration for Memcached included in WP Rocket. 
If you choose to set up and use Memcached, you will need an additional plugin to manage the Memcached cache, e.g. https://wordpress.org/plugins/memcached/.
This is not an official endorsement of that plugin, only a suggestion, please conduct your own research.

If you are a SiteGround customer, your hosting plan may include the ability to easily activate Memcached. 

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