Roux is an ingredient in many recipes the dishes that are stew like and in Gumbos. It gives the a "nutty" flavor and a bit of thickness.
If you do a recipe search for any gumbo. like shrimp, chicken and sausage
you will find roux or its components equal parts of flour and oil.
For lots of information check this site. Real Cajun Recipes : : Roux
People joke about Cajun dishes "first you make a roux"