This is important, because you need Roblox Studio to actually edit your game. Inside Roblox Studio, you can create new games by clicking + New tab on the left hand bar.

Roblox Studio now appears in your library, and can be launched from here. Roblox Studio is compatible with the Steam overlay, and you can bring this up in-game by pressing Tab and Shift.

How do you make games in Roblox? Firstly you'll need to download and install Roblox Studio, a free piece of software that is used to create all Roblox games.