ROBLOX is not currently supported on operating systems using the Linux kernel, and there are no plans from ROBLOX to support it. However, running ROBLOX on these systems has been repeatedly shown to be possible using Wine. At the moment, it is possible to get the ROBLOX client as well as the studio to work with no major problems.
You can find information about Wine in the official Wine documentation. You can also download the ROBLOX installer from ROBLOX if you want to run it with Wine. The Roblox Linux Wrapper makes running ROBLOX with Wine easier, provides a convenient interface and attempts to resolve some issues. There are also instructions and information on how to get ROBLOX to work on Linux using Wine.