In Judy's scenario, Judy finds Roy fairly quickly and reunites with him. He's member of a gang of bandits, regardless of how many characters are present and introduced, they only get one cutscene and no real speaking lines.
In Ruby's quest, she finds Roy adrift in the ocean when she goes to Avalon as he sank his ship and had been swimming around ever since. Possibly a connection to Judy's scenario, except there the ship does not sink.
Despite his appearance Roy has no weight (!) and is thusly classed as a Light Melee user. Coupled with his high LP, Roy makes for a very good Melee user and will keep his Light Melee abilities regardless of what armour you give him. However, due to a low Strength stat and his missing weight he won't be able to deal large amounts of damage without beefing either/both up a little.