The names of cities/towns and small islands, as well as 5 particular nouns, take the locative. Everything else takes in + the ablative.
Here is a plain-English overview of what the cases are and how they work:
Latin cases, in English
Adjectives must agree in gender, number, and case with the nouns they modify, but they have their own declensions. Sometimes you get lucky and the adjective just happens to follow the same declension as the noun, but that is not a guarantee.
The boys are Roman = Pueri Romani sunt
It's written "Romae" because cities, towns, and small islands take the locative case, which happens to take the same endings as the genitive case. So you don't need to use "in", because the ending (and the context too) shows it's a location.