Roux in the microwave will be safe to eat but I'd bet it's going to make quite a nice mess for you.
Roux is is equal parts fat and flour by weight. It is then cooked in a pan to cook out the raw flour taste. Depending on what you are thickening with it, is what delegates how long you cook it. Typically for beef it's a dark roux (as opposed to a blonde roux).
Just put it in a pan and set your stove top to medium. Use a silicon spatula to constantly move and fold it around as it cooks. At medium it's going to take longer but you wont be setting off the alarms. You also have to watch it the whole time, until you become comfortable cooking it enough to leave it momentarily.
If you don't want to do a roux you can do a beurre manie which is flour and butter, but it uncooked. Another thickener is cornstarch, just mix it with water first then add it to the liquid you are thickening. These will give slightly different tastes/textures but are all relatively interchangeable.
