how do i connect my keyboard to games and make it work? (roblox)

first you connect it to get working in general as in with apples apps,

if your issue is excluded to some app or game (roblox) then it will likely be down to

a limitation in the app

Connect iPad to Bluetooth accessories - Apple Support

How to Connect a Wireless Keyboard to Your Apple iPad..

more

connect bluetooth keyboard to ipad - Google-

You need to check roblox support and forums to find out to what extent their iOS app is usable via standard hardware keyboards