Every subsite under WordPress multisite stores its roles separately.

It’s possible to manage all roles at one place – main site. When you go to Network admin->Users->User Role Editor, you work really with roles from the main site. “Update Network” button there allows to replicate all roles from the main site to all other subsites.

If you plan to give permission for user to selected site only you may use WP built-in UI: Network admin->Sites: select site, click ‘Edit’ link, open ‘Users’ tab, add existing or new user, grant him needed role. User will have this role at this site only.