The 21-year-old plays alongside Rooney at club level and is one option to replace the former Everton man as he serves a suspension for the first two games of the tournament.
Welbeck told The Sun: "I owe Wayne a lot. He has been a terrific friend and a brilliant help to me. We have really forged a great partnership.
"And he is amazing during a game. He never stops yapping in my ear, telling me, 'Daniel this' and 'Daniel that'.
"Wayne's funny like that, he calls me Daniel on the pitch, even though most people call me Danny. Yet off the pitch it's Danny or Welbz. Don't ask me why.
"I'm so lucky he wants me to do well and is always trying to advise what's best for me.
"You can't buy that sort of insight. He knows what it's like as a young player coming through in the Premier League and with England."
Welbeck revealed United team-mate Rio Ferdinand, who was left out of Roy Hodgson's squad, contacted the striker to congratulate him on his inclusion.
Welbeck said: "He made the effort to get in touch which I think tells you all about the man.
"He was obviously gutted not to be a part of it and must have been really down. But he still took the time to contact me and say 'Well done'.
"I'm really disappointed for him."