Robux is a server-side currency. It cannot be added to your account by running a file on your computer [1].
Sophisticated malware can scan your browser for saved credit card information, addresses, and passwords for other sites like Discord, Google, or bank accounts. How the Scam Works Free Robux.zip
They provide a link to a file-sharing site (like MediaFire or Mega) to download "Free Robux.zip." Robux is a server-side currency