The Wikipedia article is very poor in this subject:
On joining the Kargopolsky 5th Dragoon Regiment, Rokossovsky soon showed himself a talented soldier and leader; he ended the war with the rank of a junior non-commissioned officer, serving in the cavalry throughout the war. He was wounded twice during the war and awarded the Cross of St George. In 1917, he joined the Bolshevik Party and soon thereafter, entered the ranks of the Red Army.
I've taken a look at the cited sources. No.  produces the
404 error, no.  (in Russian, link here) has also not much information:
Когда началась первая мировая война, 18-летний Константин добровольцем вступил в Каргопольский драгунский полк. Уже через несколько дней службы за солдатскую смекалку и мужество ему перед строем вручили Георгиевский крест 4-й степени. За три года службы Константин дослужился до унтер-офицера, был удостоен трех Георгиевских медалей. С октября 1917 г. в Красной Гвардии, затем Красной Армии.
When the First World War begun, 18-year-old Konstantin volunteered to Kargopolsky Dragoon Regiment. Only in few days of service he was awarded of 4-class St. George Cross for bravery. For three years of service he was promoted to sergeant [?], had received three George medals. Since October 1917 in Red Guard, then Red Army
The site provides links to books one (Рокоссовский: Жизнь замечательных людей - Rokossovsky: life of remarkable people) and the other (Мемуары Маршала Константина Рокоссовского - Memoirs of Marshall Konstantin Rokossovsky) might have an answer. Unfortunately I'm not good enough with Russian to translate it myself.
Is there any English page (or could you answer please) what was the career of the Marshall during WW1?
(all translations are mine, please Russian speakers correct, if necessary)