Roux is used for thickening just about any kind of liquid you'd like. It is the basis for gumbo, bechamel (white sauce), cheese sauce, and a host of other thickened sauces and soups. It's a fancy name but incredibly easy to do.
1 ounce fat + 1 ounce flour thickens 1 Cup liquid...give or take.
Heat the fat (butter is my favorite) over medium heat until any water that might be in it bubbles away, then, using a whisk, stir in the flour. Continue stirring as you cook the roux. If you just want a white roux, then cook for about 5 minutes. That cooks off the raw flour taste and gets the roux ready to accept the liquid. If you are trying to also add flavor, as in a gumbo, continue cooking through the blond, to brown, to dark stage, although you do not want to burn the roux, so take your time. The darkness is up to you and your recipe, but note that the darker the roux, the less power it has for thickening. A white roux will thicken twice as much liquid as a brown roux and the really dark roux thickens even less. However, it brings more flavor to the dish, so you get to decide.