Yes, Roblox Studio and Roblox players are two different software and are used for different propose. Roblox Studio is used to develop different games and the Roblox player helps you to play games that are on Roblox. So, don't get misled between both apps as both are used for different purposes. If you are a developer or like to develop games then you have to download Roblox Studio otherwise if you are a game lover or you want to try Roblox games then you can download Roblox Player.