The Roller Rink is a roller rink.
When Milo helped Oscar search for his 'secret admirer', the first place he brought Oscar to was here. It was senior citizens night however, and the only girl there was Finberley, who was there with her grandmother. Milo put a skate on Oscar's tail, jazzed him up in the toilets, then forced him onto the Roller Rink to skate with Finberley. However, Finberley said that her love interest wasn't Oscar, but was Steve Jackson. ("Oscar's Secret Admirer")