Programs aren’t needed in anyway you can choose whatever software your more comfortable with and willing to learn alternatives: (Blender, Studio, Cinema 4D,) you start small and simple and practice:
You start by practicing and learning, play around with different things instill you get the hang of things whether it be studio or a third party software. Blender is more of a modeling software allowing users to create more complicated builds things like vehicles, weapons, animations and more while studio is more for creating basic items things like small props, simple houses, food ect. While it’s possible to create detailed builds using just roblox studio and helpful plugins.
There are different alternatives that you could use to get into building choose whatever suits your liking and go from there.
Different programs like Blender and more offer a decent interface and different options that allow you to create high quality models/builds while studio can produce this it’s mainly just using textures - meshes and the use of lighting. The tools are very similar. It’s basically just practice and start building whatever you enjoy.