It depends on what Roland module(s) and computer setup you'll be using.
Roland SC models have a pair of stereo (left and right) RCA connectors. One is for input from another sound source, which will be mixed with the sound produced by the SC. The other one is output to your speakers.
MT-32 models don't have input jacks. They only have left and right 1/4" mono phono jacks for output. Newer models have an extra headphone jack which is sterero (still 1/4"). You will need a stereo Y cable with the appropriate adapter. Personally I use female rca to phono jacks like this one:http://tinyurl.com/olnhlj
If you plan to play old games through DOSBox on a modern PC with one midi module then you connect the sound output of said module to your soundcard's line-in. The computer will mix the sound effects with the midi sound.
If you plan to use above setup with both an Roland MT-32 and a Roland SC unit, then you connect the MT-32 output to the Roland SC's input. The SC's sound output would then connect to your soundcard's line-in.
If you plan to use an old computer to play old games under DOS with a Roland SC unit then you plug the soundcard's output to the SC's input. The Roland SC would take care of the mixing. The SC's sound output would then go to your stereo amplifier or computer speakers.
If you plan to use an old computer with an MT-32 (or both MT-32 with an SC unit) then you'll have to provide your own way of mixing. Mind you many games that support MT-32 probably won't produce any special effects (or use the MT-32 capabilities to produce them). The older the game is the more likely this is to be true.
These are only suggestions. I am sure there are more ways of hooking up this hardware.
Side note: A good question would be if there are any sound cards that can mix input coming from line-in under DOS. This is an area I think other questers may be able to provide more information.