I tried so many times, but I can't get it working. What am I doing wrong?
You'll need to go into the Development tab, go the bottom of the side taskbar where it says "Games", and configure the one you want as start place/lobby.
In Configure, go the "Places" part and add games.
After this, you'll need the ROBLOX Place Teleport, which can be found in "Gamestuff" in the toolbox.