What do we call a music salon or hall in which a rock band would perform, in English? I want words both for a place with roof and without roof (like an amphitheater) please.
The words "concert hall" are often used (for a place with a roof); even though these used to be constructed centuries ago for classical music, nowadays they're used for all kinds of music, including rock music. There is (AFAIK) no word or phrase exclusively used for rock music.
Note that "music hall" is only slightly less commonly used than "concert hall"; see this Google Ngram.
"Venue" is the overarching term that describes a location where anything can be performed.
venue (n): The place where something happens, especially an organized event such as a concert, conference, or sports competition.
It doesn't matter if it is an outdoor stage, stadium, public park, convention center, sports arena, theater, or even an actual performance hall. All of these can be considered venues for organized events.
"Music hall" or "music salon" sound old-fashioned to me, but seem to still be in use for older, landmark buildings. "Concert hall" is also used, although this seems to be more a place for a symphony orchestra than a rock band.
You might be looking for auditorium:
A large room for public meetings or performances.
That might not be a perfect fit, as it usually implies a closed room rather than one open to the air. But its etymology does connect it very strongly with sound (through audio).
For small to medium sized venues (see other answer), an informal term for this would be 'club' or 'nightclub'. For rock music specifically you might use 'rock-club'.