Open Roblox and sign in to your account
Find the game you want to play
Click or tap the game to open its page
Select Play
If prompted, install the Roblox app or launcher
Follow the installation instructions for your device
Return to the game page after installation
Click or tap Play again to launch the game
If you mean saving a copy of a Roblox game, use Roblox Studio and open the place you own or have permission to edit
In Roblox Studio, use File and then Save to File or Publish to Roblox as needed