Yes, you have to arrange housing for yourself for the time you will spend studying at Rotterdam School of Management.
A complete and useful overview of housing information can be found on the housing pages of the Erasmus University. The information listed on RSM's website especially applies to RSM’s first year BScIBA and MSc students coming from abroad.
Housing on campus can fill up quickly, which is why we recommend to also look for a room on the private market or seek other alternatives. Erasmus University is easily reachable by bike or public transport from any part of Rotterdam.