I cant open up rbx.files in blender

I want to know if is there any way to export files Roblox to blender.

What do you mean with files?
You can export models in fbx format and import them in Blender.

Blender cannot read whole files, so you always have to export and import parts separately.

You can export meshes as .obj file but then all the single faces are splitted which is really annoying.

If you want to edit terrain in Blender; that does not work. You can export terrain as .obj as well but if you try to import it to Roblox again you have a mesh and not terrain… you can do that if you have a small world or a good computer e.g. to fit complex buildings into the terrain.

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Roblox game files are specifically for roblox, and are not meant for any other program like blender to use them. I would suggest just exporting all of your game models seperatley as .objs, but even that is very cumbersome to do.