I looked Roscius up and the short version is essentially this line. It answers the questions pretty succinctly. Who was Roscius? An actor. Where did he live? In Rome. And just by virtue of the fact that he’s getting referenced in a Renaissance play, we can work out that he was a pretty famous actor.
The only extra details aren’t so significant to the content of this scene. They are, however, interesting as history of the form. Roscius was a famous actor but since the actors were slaves in Ancient Rome, he was also a slave. He was a famous actor in a much different way than Robert de Niro is a famous actor and even in a much different way than Will Kempe was a famous actor in Shakespeare’s time. I guess there was no aspiring to be on the stage if you lived in Ancient Rome.