You can install Rally on anywhere which can talk to Openstack REST APIs.
Rally is using OpenStack API. actually python clients like this one <
Rally should have HTTP access to this OpenStack API it means that:
1) No Rally shouldn't work together on the same servers where OpenStack works
2) It should be have access to OpenStack
+Thanks a lot to "boris-42" and "yingjun" on "#openstack-rally" channel for their help and guidance.