No. "Separate Ways" by Journey has never been in any Rocky movies.
The song was featured in the following movies/shows:
Yes Man (2008)
Greed (Cold Case TV episode, 2004)
The Goodbye Girl (O.C. TV episode, 2004)
All's Fair in Oven War (The Simpsons TV episode, 2004)
Buff 'N' Stuff (Beavis and Butt-Head TV episode, 1993)
TRON: Legacy (2010)
Preview, buy and download songs from the album The Rocky Story (The Original Soundtrack Songs from the Rocky Movies) on iTunes.
To see a list of Journey songs that have been featured on TV and movies, see this IMDb page.
And here 20 Songs From the 'Rocky' Movies ranked by Thrillist.com.