By THÉRÈSE MARGOLIS     When the surrealist movement began in Europe in the early 1920s, it was a distinctly masculine style, led by the likes of André Breton, Salvador Dali and Joan Miró. But in 1930, the well-known Mexican painter and art historian José Miguel Covarrubias traveled to Europe with his new wife Rosa Rolanda, a U.S.-born photographer and choreographer he