In the sitemap.xml should I have a link to the rss.xml?
<url> <loc>https://www.example.com/rss.xml</loc> <lastmod>2017-02-24</lastmod> <changefreq>monthly</changefreq> <priority>0.5</priority> </url>
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Google doesn't typically index RSS feeds or show them in search results. You don't need to tell Google about the RSS feed in your sitemap to get it indexed.
Your sitemap should contain all the URLs that are listed in your RSS feed. If your RSS feed contains content that can't be included in your sitemap, you could list your RSS feed in the sitemap so that Google crawls everything. In most cases, that shouldn't be needed.
Your RSS feed isn't really a page on your site. One use of sitmaps is seeing how many pages you have on your site and how many of those are indexed. Your RSS feed is just going to be noise for this purpose.
Google does alert you in search console when pages listed in the sitemap return error status. If you want that alert for the sitemap, that would be a reason to include it.
Most webmasters don't list the RSS feed in their sitemap. I wouldn't do so myself, but there are a couple scenarios in which it could be beneficial.