Roblox uses something called the Asset Manager to, well, manage your assets! It holds any custom images, audio, or 3D models you might upload to your game. This allows you a LOT more customization over how your game looks instead of being stuck with the default assets, or being stuck with other user’s designs.
You’ll need to publish your game before Roblox allows you to import custom designs. Once it’s published, you’ll see folders that will hold your eventual designs!