After he leaves, he battles Riku, who is confused about why he can use the keyblade. That's when Riku gives in to the darkness in his heart, to gain power to fight Roxas. Riku wins, and he is captured, his memory is altered, and he's put in the virtual Twilight Town, where he makes new friends, Hayner, Pence and Olette. There, in the beggining ok KH II, he meets Naminé, and both seems to have taken a liking for each other, which is only natural, given that they are Sora's and Kairi's nobodies, after all.
When Roxas learns that he was never supposed to exist, he gets angry, but after he conforms himself, and joins Sora willingly.
Roxas is a special case amongst the Nobodies: he does not look like Sora, but he's the image of Ventus. That's because (FYI: SPOILERS OF BIRTH BY SLEEP) in the end of KH: Birth By Sleep, Ventus's heart enters in Sora, giving him the ability to wield a keyblade, and the looks of his nobody.
The fourth pic, up to down, shows the scene when Xemnas welcomes Roxas into to Organization, and gives him his name. The sixth, which shows four guys, represents the second most confusing identity crisis in the game, the Sora-Roxas-Ventus-Vanitas paradox (which only loses to the Ansem-Xemnas-Diz-Riku paradox). basically, the four of them have connections, and Roxas-Ventus and Vanitas-Sora looks the same... not to confuse, Ventus and Vanitas are from BBS - Vanitas is a evil part of Ventus - And Roxas and Sora are from the other games... The eight is my favourite, because it basically tells Roxas's story.