Treat the hens too, but there is no need to treat the coop. There are lots of options for treating scaley leg mites, but effective treatments all boil down to the same technique. You want to coat the legs in something that will smother the mites. Some people swear by castor oil, others use vasoline, some prefer coconut oil. All will work to achieve the same end goal.
To confine the rooster, just shut the coop. They'll be fine inside for a few days with food and water. Then you can let everybody back out. I do think it's wise to have a somewhat secure run setup, just in case you ever need it for any reason. Better to have and not need, rather than to need and not have. Especially if a predator decides that your flock is an all-you-can-eat buffet.