Welbeck, who won his first England cap with a 10-minute cameo against Ghana in March, has scored three Premier League goals and another two in the Champions League underlining his potential as a Manchester United first team player.
The 20-year-old is enjoying playing alongside Rooney, who already has nine league goals. He said: "He's been on fire, he has started the season scoring goals and creating goals. To be training with him every day is a bonus and I'm going to learn from him.
"He's a great guy to go to for advice, he's always talking to you during training and it's been really beneficial.
"Because we've been training together for a couple of years now it would work (as a partnership for England).''
England need just a point in Podgorica to ensure a place in next summer's Euro finals in Poland and Ukraine, with Montenegro needing to beat England and then follow that up with a win over Switzerland in Basle next week to finish top of Group G. However, Welbeck felt England should approach the game in a positive manner.
"I don't think it would be right to go to Montenegro and play for a point, our aim is to win every game we go into and I don't see why we can't do that,'' he said.
Asked whether he felt there were cliques in the England camp - a problem former United team-mate Paul Scholes claims he experienced - Welbeck said: "I've not felt that yet, hopefully I don't. I'm good friends with (Liverpool striker) Andy (Carroll), and (Manchester City defender) Micah Richards. All the lads are great, it's a great set-up in the camp.''
All 24 players included in Capello's squad took part in Tuesday morning's initial training session at Arsenal's London Colney headquarters.