You will need to connect MIDI Send/Receive from your Roland to the MIDI interface that is connected to your computer. Also, you will need to connect audio for monitoring.
Please read these articles for setting up External MIDI Devices with Studio One 3: http://support.presonus.com/hc/en-us/articles/115001352966-Studio-One-3-How-do-I-setup-a-hardware-keyboard-synthesizer-in-Studio-One-3-
Then check out this article on setting up to record using an External Device: Setting up to record with an External Midi Device Studio One: http://support.presonus.com/hc/en-us/articles/115001418283-Setting-up-a-Song-to-Record-With-External-MIDI-Devices