At Pebble specifically, the rough and fairways are the same kind of grass. Last year they did some overseeding in areas that would eventually become rough. Likewise at Harding Park, they're basically just taking the existing fairway grass and letting it grow up over the course of many months before the tournament. It takes a while as the fairway grass doesn't immediately become high rough, just like if you stop cutting a bonsai tree it doesn't immediately start growing like a regular tree.
At other sites where the fairway and rough grasses are different, they need to seed or sod the areas. I remember this happening at Merion (bentgrass vs. bluegrass).