It's not a big deal. The rust you can see is simply on the rotor hat section and it is rusting because the protective paint on the rotor hat has broken down. The screw appears to be a rotor retention screw although these are normally set further down the rotor hat behind the wheel and not all vehicles have retention screws on their brake rotors. If it is a retention screw (I am not certain) it needs to be treated because retention screws need to be removed before the rotor can be removed for machining or replacement and are a problem if they rust in place. Furthermore, where the back of the alloy wheel contacts the face of an unprotected rotor face, over time the wheel will tend to glue itself to the rotor face and if you have a flat tyre and need to put on the spare, the wheel can be very hard to remove.
If you remove the wheel you will probably find most of the rotor hat facing behind the hub section of the wheel has rust on it also which would not be unusual. Any part of a brake rotor not protected with paint and not contacted by the brake pads will get some surface rust very quickly .
You can ask the dealer if they will clean up the rust and paint the rotor hat for you under warranty but I suspect they probably won't because it is not really a significant product fault and the surface rust will not affect the performance of the brake rotor for it's normal life.
This is easy to fix yourself. Just remove the wheel and clean up the rust on the rotor hat, especially around the screw, with a small wire wheel on the end of a drill and some wet and dry sand paper. Clean the surface and paint it well with a few coats of high temp black paint.