As stated by the other answer and your question message.guild indeed has a property roles:

.roles

A collection of roles that are in this guild. The key is the role's ID, the value is the role

Type: Collection <Snowflake, Role>

A collection has extends the JavaScript type map and had some function for you to use.

You indeed have all the roles of the guild (server) with message.guild.roles.

Now if you want to do anything with it, for example list them, check the function in Collection / the type map.

message.guild.roles.forEach(role => console.log(role.name, role.id))

will print each role name + id in the console.