In Roblox studio there is a type of part called a mesh part. With a mesh part selected, in the properties tab you can press the file button beside MeshId, and select the fbx file.
You will get a zip file where you will need to export the obj to your prefered location like the desktop. The file looks like this for me
Then you go in to studio and press the plus by workspace
Look up meshpart and click it
once you have the meshpart select it and find Meshid in properties
And find your mesh that you exported