rhinolining is textured. its only thick if you put it on that way but you dont get to apply rhinolining, a dealer does. you can use a knock-off brand and do it yourself but i dont think i would do that to wheels.
to paint them it really depends on what the previous paint on them looks like. you need to sand or sandblast them down to a smooth, non-chipping or flaking finish.
use some dish liquid to wash them well and remove any dirt or grease first so you dont grind it into the pores of the metal.
i would go from a 120 grit to a 320 and finish with a 600 prior to paint.
then use some dish liquid to wash them again, be sure to rinse them well removing all soap residue and dry them thoroughly.
if you are to bare metal, you will need to use a primer/sealer first, if you are not to bare metal you go right to paint. if you have just some bare metal spots, only prime lightly to cover those.
put a very dusting light coat of paint first, if it looks wet you are wrong and it will not dry correctly and will probably run or sag.
apply three or four light coats till coverage is achieved.
no matter what, use a flat black. now you can either cover with a gloss or flat clear depending on the desired finish.
this is not the pro way to do it, but for the first timer or home do it yourselfer, this should suffice.
the other route is to sand and clean them as described, then take them to the nearest local bodyshop and ask how much to spray and clear them. with no prep work, it will be cheap and look great.