The usual way this works (and I assume this is the case for Roblox) is not by constructing buildings, but by renting space in someone else's datacentre.

Pretty much every city worldwide has at least one place providing power, cooling, racks and (optionally) network. You rent space for one or more servers, or you rent racks, or parts of a floor, or whole floors. You buy your own servers, and either install them yourself, or pay the datacentre staff to install them.