Technically, a roux is made from clarified butter and white wheat flour, so technically anything other than that will not make a roux. However, pretty much any combination of fat & starch can be used to accomplish the same task as a roux. read more
Never tried whole wheat, but when I make gluten free mac 'n' cheese, rice flour works EXCELLENTLY as a base for roux. Highly recommend it! Just use the same as you would regular flour. read more
Also, the constant stirring required when making a roux actually breaks down whatever gluten is developed. That aside, the big difference I find when I use whole wheat flour in a roux is the flavour. You can really taste the wheat in a whole wheat roux, so I'd use it in gumbo or anything with a flavour that can stand up on it's own. read more