Can this set up fit on a 2002 WRX? Will I need to roll my fenders?

Sedan or wagon? Might have to roll the rears on a sedan but the fronts should be fine.

235/40 should be no problem at all unless you are running a really aggressive offset (aka anything under say... +45) or you have a wagon.

just curious, what tires are you looking to get?

With 8" wide and 235's you should be alright. I've heard 8.5" and 245+ you will probably run into some rubbing issues, but I think with your setup you should be okay.

just ordered 235/40/18 azenis rt615s!