Born in Penrhos, Monmouthshire, Williams spent his life soldiering, mostly on the continent. He was in the Netherlands fighting on behalf of William the Silent, Prince of Orange, when the latter was assassinated, and helped capture the assassin, Balthasar Gérard.
In 1585 he was sent to the Low Countries with an army under the Earl of Leicester's command, to confront the Spanish forces under the Duke of Parma. Though the campaign was not a success, Leicester wrote:
Roger Williams is worth his weight in gold, for he is noe more valiant than he is wise…and he was duly knighted after the Battle of Zutphen in 1586 by Leicester.
Williams accompanied Sir Francis Drake to Portugal, and later fought on behalf of the French Huguenots. In 1587, Williams and his regiment were in Sluys (Sluis) when Alexander Farnese, Duke of Parma laid siege to the town. After a heroic defence, marked by acts of heroism and genius on both sides, the English and Dutch defenders were forced to surrender.
Parma gave generous terms (he was always generous to a valiant enemy); the garrison marched out with all their banners and baggage and all the honors of war. Parma sought Williams out and offered him a command where he would not have to fight either his fellow-countrymen or his co-religionists. Williams replied politely that if he ever fought in the service of any other than his queen, Elizabeth, it would be in the service "of that hero of the Protestant cause, King Henry of Navarre."
Williams is supposed to be the model for the character of Fluellen, the Welsh soldier in Shakespeare's Henry V (a play which also has a character, an English soldier, named Williams). He was recognised as an expert on military matters by his contemporaries, and wrote A brief discourse of war (1590).