He walked onto the roof.
He climbed onto the tree.
She walked into my room.
Does my first sentence mean same as "he went and walked on the roof?
Does my second sentence mean that he climbed on the tree or he climbed to the top of the tree and he was on the tree.
Does my third sentence mean that she went and entered in my room?
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He walked onto the roof.
This doesn't mean the same as "he went and walked on the roof." This means that he walked from another place to the roof. You would be most likely to walk onto the roof from a scaffold or cherry picker or similar. If he was walking while on the roof, you might say:
He was walking on the roof.
He was walking across the roof.
"Onto" expresses movement from one place to somewhere else, where you end up on what you were moving towards.
He climbed onto the tree.
I disagree with Ast Pace's answer on this sentence. While it can mean that you moved to be on top of the tree, I would expect most people to interpret it to mean that you are now holding on to the tree, suspended above the ground but not in the branches. This picture gives a good example.
If you wanted to express that he climbed among the branches of the tree, you could say:
He climbed into the tree.
She walked into my room.
You are correct on this sentence. It means that she entered your room by walking. However, you wouldn't say "entered in" your room – the room is what is being entered, not something inside your room.
Yes because you are not climbing in a roof you are climbing on it. It means that he climbed to the top of the tree and that he was on it/had contact with it. Yes she went into your room.
Does my first sentence mean same as "he went and walked on the roof? If this were preceded by a qualifying statement, "He climbed the stairs and walked onto the roof," it describes him reaching the roof. It does not say that he did any walking after he got there, though it would not be unreasonable to assume he did a little walking after he was on the roof.
Does my second sentence mean that he climbed on the tree or he climbed to the top of the tree and he was on the tree.
It means the latter - he is now on top of the tree which sounds like nonsense. The preferred expression would be, "He climbed the tree," or "He climbed to the top of the tree."
Does my third sentence mean that she went and entered in my room?
Yes, it's nearly equivalent to "She entered my room." It tells how she got into your room - walked.
