My answers below might not be grammatically correct and they might not be “correct” with respect to the dialect spoken in different parts of Germany.

> I’m in Rossmann.

*Ich bin gerade beim Rossmann/Aldi* or *Ich bin im Rossmann*


> I buy it from Rossmann.

*Ich kaufe es bei Rossmann/Aldi* but *Ich kaufe es im Aldi* (for some reason »Ich kaufe es im Rossmann« sounds strange to me)

> I’m going to Rossmann. 

*Ich gehe zu(m) Rossmann* you might also hear *Ich gehe bei Rossmann/Aldi* but I would not recommend that.

> I’m coming from Rossmann. 

*Ich komme vom Rossmann* but *Ich komme von Ikea*

I am not sure if this answers your question actually because when I think about it, it seems one has to learn it for every shop there is, because for certain shops we speak of as if it would be the butcher or baker.