In Bulbapedia, it says Dragonite learns it at the Start.
l'm not sure what that means but can someone explain?
One easy way is to give it the TM. But since something else will probably like that better, just go to the old Move Relearner in Blackthorn and give him a Heart Scale. Roost is available there.
That means that Dragonite can learn Roost at LV 1, so to teach it, you have to use a Heart Scale on it. Hope this helps...