Rockwool is a sterile and inert substance, so you do all feeding via the water you apply. I have used it for cuttings in a commercial setting, but not for any gardening at home or for seeds.
It is very easy to control the moisture content of the rockwool and you can see the root development very easily, so it may be worth using for some veg to get them going e.g. expensive seeds or precious ones where you only have a few. You do end up planting the lot though and it is fairly indestructible, so you will end up digging up lumps of it.