You can guard against them with the R1 button or time your driving to move sideways to avoid them. Roche will often attack you with his own Sharp Gust that shoots out either single or multiple waves at you and Wedge. Accelerate with R2 to go through the arch just in time. Halfway along the road Roche will appear and will first destroy the arches above to cause debris to come crashing down the road. You can press L1 to go into Sharp Gust to hit foes from afar as well.
Do not forget to watch the road as there will be various obstacles along the way. Take out the enemies that are pursuing you.