We describe the treatment of Rashba spin-orbit coupling (SOC) in interacting many-fermion systems within the auxiliary-field quantum Monte Carlo framework, and present a set of illustrative results. These include numerically exact calculations on the ground-state properties of the spin-balanced, attractive two-dimensional Fermi gas, as well as a study of a tight-binding Hamiltonian with repulsive interaction. These systems are formally connected via the Hubbard Hamiltonian with SOC, but cover different physics ranging from superfluidity and triplet pairing to SOC in real materials in the presence of strong interactions in localized orbitals. We carry out detailed benchmark studies of the method in the latter case when an approximation is needed to control the sign problem for repulsive Coulomb interactions. The methods presented here provide an approach for predictive computations in materials to study the interplay of SOC and strong correlation.