Rogues are versatile adventurers, capable of handling themselves in a fight, but vulnerable against groups or enemies or heavy hitters. They have many tricks at their disposal to gain advantage in combat: they can set traps, sprint away from enemies, use stealth or stab their opponent's weakest point.
In this video you can see some of the Rogue tactics in action. A rogue can't just walk into enemies and smack them around as a Warrior would; rogues have less hit points and lower Armor, so they would be in trouble. The rogue's main strenght is its ability to deal damage, and when they chain-use their skills, they can demolish an enemy without even taking damage.
In addition, rogues fulfill their traditional role in fantasy RPGs and are efficient at disarming traps and detecting secrets. They're also better at Gossip rolls to gather rumors.