Thanks Wim for your great support !
As Wim said, Rhino had a RIB (renderman interface bytestream) export since version 1. That does not mean it works like a click and go process a new user would expect from nowadays rendering and animation software. The exported rib file can be opened with prman and from there you pretty much have to do your stuff on your own. eg. setting up searchpaths so it can find your shaders, textures etc. *.rib files are textbased, you can open them and, if you are “tech safe”, type in there to change them 
just some history, so it is easier for other new users to understand the current state of Rhino`s support for renderman based renderers:
To make things easier, there has been a Plugin for Rhino called RhinoMan developed by Brian Perry years ago. It worked in Rhino version 2, 3 and 4. When this has been available, there where options in its plugin dialog to export rhino geometry, material colors etc. into *.rib files suitable for various other different renderers using the renderman standart eg. PrMan, Aqsis, Render DotC and AIR.
While the development of the RhinoMan plugin stopped, Scott Iverson, the developer of AIR included a new Plugin to be used with his renderer called AIR. The AIR renderer is very close to prman, but not identical. Thus the plugins rib output cannot be used directly, it has to be changed (in file) so renderman specific options and attributes are properly accessed. This has to be done by a user who wants to use PrMan together with the *.rib files RhinoAIR exports out of Rhino.
This plugin RhinoAIR is free and still in active development for Rhino 5 and the upcoming version 6. The RhinoAIR plugin works best with AIR so in order to use its *.rib output for PrMan you would need to have a large understanding of options, attributes and shaders which are different between AIR and PrMan. At any case, learning PrMan is not a quick process as you won`t find much tutorials for it online. I tend to say, there are more free user friendly packages available for new Rhino users, eg. Neon and soon Cycles (!) . Both use the GPU which makes tweaking things and faster renders much easier.
@zathros, if you really want to learn PrMan you need to have a lot of interest and willingness to discover it, and patience. I´m not shure that is still common in todays generations.
c.