Franny,
I
strongly advise against putting a Rolex into an ultrasonic cleaner without removing the movement first... and you won't be able to remove the movement on your own unless you have experience as a watchmaker. Although a Rolex has seals around the crown and caseback to seal out water, these seals are often worn and would leak in an ultrasonic, allowing water ingress and damage to the dial and movement.
The vibration of an ultrasonic machine has a way of working water/cleaning fluids into places that they wouldn't ordinarily get to... like past seals. If a small amount of water seeped into the case without your knowledge and you didn't open the case to fully dry it, the moisture would quickly corrode and destroy the movement.
Greg