Rust fungi, like all obligate pathogens, are really hard (sometimes impossible) to grow in vitro as axenic cutures. This is also the case with the coffee rust pathogen. There have been attempts to grow it as pure axenic cultures, but these have not been very sucessful.
One (rather old) paper I found on the Web of Science on the topic is
Bakala, J. ; Bompeix, G. ; Muller, R. A., 1975. Culture in vitro de Hemileia vastatrix Berk. et Br. Cafe Cacao The, 19:291-292.
There might be others, but I could not locate them
As far as I know, most people working in the lab with this pathogen now maintain it on detached coffee leaves.
I agree with D. Andrivon, most of the people that works with H. vastatrix maintain the pathogen on detached coffeee leaves. Despite the article of Bakala et al. (1975), recent works with this rust do not used culture media for maintain H. vastatrix inoculum in the lab.