Russian Sage, Perovskia atriplicifolia, is not considered edible. The flowers and leaves are routinely used in potpourri. Russian Sage is not related to the culinary sage (Salvia officinalis) that we use routinely in cooking. There are anecdotal comments on the web of folks who have eaten Perovskia but I would stick with the known sage Salvia officinalis. Here is more information about growing this plant;
Please let me know if you have any further questions.