Romans came from the Italian pensinsula and came to Britain in the early first century. It was a gradual process and they slowly started conquering the different parts of the British isles during that time.
Vikings came from the Northern parts of Europe and they started conquering the British isles in later periods.
Both came and wanted to conquer the lands, while Romans were 'established' conquerors and started governing these areas soon by spreading their culture etc. The Vikings on the other hand had pillaing more in mind and did more of that and did not govern that much from the beginning.