Sending messages from Roblox to Discord is easy as all you need is to use the HTTP Service and a Discord Webhook. Having messages go from Discord to Roblox is something that’s harder and I’m unsure how to do. (It requires a web server and a Discord bot but I’m really unsure how to make these)
You can only send and receive HTTP Requests on the server because of how Roblox’s server/client boundary is made.
This post will help explain how to add Discord Webhook integration!