If you want a friend or family member to play with you on Roblox, they have to create an account.
Once they are done creating their account, have them send you a friend request, either you or them.
After that, enjoy playing with each other!
Inviting Friends by Game Link
To send an invite to your friend, you must join a game, click on the invite button (not all games allow you to invite your friends inside, so have them join your server. There is a specific server where your in that your friend will see you: "1 out of 10 friends in this server: Your username), then look for your name and click invite. In your friends' chat, it will see a game specific server join (isn't a link, but similar), and it will have the game your inside, and the picture with a "Join" button. Have your friend join you there. And then, enjoy playing!
Friend Link by Message
Although you cannot do this on your "Messages" app, you can do it on Discord or Whatsapp.
Discord:
Log into Discord. Tell your friend: "Oh, hey! I am playing "your game"! Wanna join me?" They will respond commonly and you can do the steps in the title "Inviting Friends by Game Link".
Whatsapp:
Go on the "Whatsapp" app. Tell your friend that you are playing Roblox and when they respond, you can send them the game link or have them create an account and play with you, following the steps from: "Inviting Friends by Game Link".
When you send your friend the invite, you can easily look into the link you send by hovering and staying on the invite button (doesn't work for all games)
Hope this helped inviting your friends!