You need to re-word your question for me to answer it.
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When you play Roblox the only thing that you have to run is Roblox itself. When you click to play a Roblox game the Roblox application launches an then connects you to the game. This must be ran as it is Roblox, and without it you would not be playing.
No,no.If you were to download ROBLOX,it would be a thing that searches ROBLOX games.
Yes, the only thing that won't work with ROBLOX is Mac.
No and yes
i think the most popular thing is the games