Assemble the appropriate gear. Violin and fiddle players typically play in an acoustic context. If the violin is amplified, it usually done with a microphone running through a direct box that connects it to the PA system. This setup is difficult to use in a rock context. It will be difficult to make the violin loud enough without feedback. Instead, invest in a good quality pickup and have it installed on the violin. Buy a good amplifier. Tube guitar amps work well with violins. Any guitar effects pedal will also work with this setup.
Master the pentatonic scale. Rock soloists rely on the pentatonic scale for improvisation the majority of the time. It is a five note scale that utilizes the flatted 3rd and the flatted 7th. These are referred to as blue notes. The C major scale is C, D, E, F, G, A, B, C. The C pentatonic scale is C, E-flat, F,G, B-flat, C. Play the C major scale and then play the C pentatonic scale and your ear will hear the difference.
Build a vocabulary of licks. The essential skill required to play rock is the ability to improvise. Rock musicians develop their craft and skills by first imitating and copying licks from other players. Since there are not many rock violinists to learn from, you should focus on guitar players. Guitarists study and steal from their heroes. Don't worry about getting the licks exactly right. The more important thing is learning how to phrase.
Practice with everything plugged in and turned on. One stumbling block that acoustic players often encounter in making the transition to electric music is not being accustomed to how amplification affects the way you play the instrument. An electric violin responds differently than an acoustic violin just like an acoustic guitar differs from an electric guitar. Learning how to use and control the amplifier is vital to getting the tone and sounds that you want. If you are interested in effects pedals, such as chorus, delay, flanger and overdrive, it is important to learn what works and what doesn't.
Join a rock band. Once you have the gear and have learned some basic licks, hook up with a rock band. This is an essential step for any aspiring rock musician. Focus on the rhythm section. Violinists and fiddle players typically don't play closely with bass guitarists and drummers. The intensity of playing with a rock rhythm section takes some getting used to, but it can be liberating. It will be possible to explore new melodic territory while the rhythm is being held down for you.