I'm guessing you've got 9 speed components?
A little rubbing is normal, but you usually can adjust it out of there. You will get some rubbing when you cross chain regardless. Big Chainring, small cog and vice versa. In the middle chainring should be silent throughout all gears in back. Use the barrell adjuster at the shifter and turn it out in 1/4 increments until the rubbing stops.
As far as the jockey pulley hitting the big cog, turn your S-Adjustment screw, at the back of the derailleur until it moves away from the cog.
Try
www.parktool.com there is a "how to" section of the website.
L8R
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