If you own it you can scroll down whee it says servers and click refresh and the game will shutdown
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You either create a roblox server yourself, or you gain the trust of the owner of another server and ask him if you can be Admin.
Roblox will do it, you can't chose it.
You can make an account on a test server what you need to do is make an account on normal roblox then sign-in using your normal account
Just click play and it will generate a server.
Your problem is an common glitch in Roblox. One thing that may have happened is the server that you are trying to join has just shut down. The website says the server is still running even though it is not, and so you cannot join the requested game.