If your Roland device is available to use as an audio device for Studio One, you should be able to play back through it. Make sure you follow the instructions in the reference manual Setup > Setup Your Audio Device.
If your audio device is showing up but not playing back, check the output assignments in menu Song > Song Setup > I/O Setup and make sure the correct outputs are enabled for use there. If your device is not showing up as an audio device to use in Studio One check with the manufacturer to see if there is a driver for it that you need to install or update.