How do I make an exploit api?

So I'm new to creatinge exploits and stuff so I want to learn how to make something to actually run code from my executor (I've made the ui, I just need to implement the inject and execute stuff) 

So my current understanding is:

funny dll go brr and compile ur code into bytecode and then send to roblox and roblox say yes and then done

I am mentally ill I have no idea lmao

Istg if a single person says WRD api or API we do not speak of I'm gonna return to monke

can someone explain where I should start and how it works