It is not being rolled out in Wales or Scotland, at least for the moment.
From the Care.Data guidelines though;
"11. How will patients who live in Wales or
Scotland but are receiving care in England be
informed about information sharing?
Patients who live in Scotland or Wales but receive care
through the English NHS will have their data included in
the extractions. These patients have the same right to
object as those patients who are resident in England.
The same guidelines apply in making these patients
aware as all patients in the practice. In addition, we are
currently exploring how best we can provide the same
leaflet to these patients as we are sending to every
household in England."
http://www.england.nhs.uk/wp-content/uploads/2014/01/cd-gp-faqs.pdf