Roblox is not exactly a game; it's a platform for building games. However, Roblox resembles a game more than an engine, which is why it's listed as a game. Roblox allows users to create and share games using Roblox Studio. It exposes programming through Lua, which exposes an object-oriented Lua API.
You can get started with Roblox development at http://robloxdev.com/learn-roblox/coding-scripts.