The reason that exoplanets are so hard to find is that they are very distant and, compared to stars, they are much smaller and dimmer. Unlike stars, planets do not glow themselves, so the only light planets give off is what they reflect from stars. The challenge of seeing this reflected light is that not only is it dim, but it is also located close to the much brighter light source of the star.
It’s like when you try to take a picture with your phone. If there’s a very bright light source like a lamp in your photo, it will blow out the image and make it impossible to see other objects near the lamp.
That’s why exoplanets are most commonly discovered not through direct observation, but through observation of their host stars. In one common method, called the transit method, a telescope is used to observe a star, and when a planet passes in front of the star it causes a slight drop in brightness. The telescope detects this drop in brightness, and if it happens regularly then scientists can infer that there must be a planet there orbiting on a particular schedule.
Roman will be different though. As well as using methods involving observing stars, it will be also able to observe exoplanets directly. To do this, it needs a special instrument which is capable of blocking out the bright light from the stars to let the planets shine through. That instrument is called a coronagraph.