On entering the Gym, you’re treated to an amusing little mutation of the old first-generation Pokemon title screen theme, but it only repeats itself so there’s nothing to be gained by waiting around- hop up the stairs to the stage.  Roxie won’t respond until you’ve battled her bandmates, so it’s time to bring down the house.

Drummer Battle: Roughneck Nicky (336 Poke)
Opponent: Grimer Lv 14, Koffing Lv 14

With Nicky, you mostly need to look out for his Grimer.  While both his pokemon are very tough and physically powerful, the Koffing relies on Assurance and Tackle, while the Grimer will invariably lead any fight with Poison Gas until your pokemon is affected by it.  This combines well with the overall durabilitiy of the Poison pokemon to make the battle a bit of a nosegrind.  Defeating Nicky turns off the drums portion of the music you’re hearing here.

Guitarist Battle: Guitarist Billy Jo (448 Poke)
Opponent: Venipede Lv 14, Koffing Lv 14

Billy Jo is considerably easier to handle than her bandmates- not least because the Virbank Complex contains two good Fire-type evolution lines that you can take advantage of to remove her Venipede from battle before it has a chance to do anything- the only downside is that its Intimidate still lowers your pokemon’s attack stat.  Defeating her turns off the bass guitar line of the music.

With those two out of the way and the music reduced to only the melody and singing, Roxie now reacts when you talk to her- by shouting a threat and starting a battle!

Gym Leader Battle: Leader Roxie (2160)
Opponent: Koffing Lv 16, Whirlipede Lv 18

Be wary, not only does Roxie pack a Super Potion for emergencies, her Whirlipede is a Poison Point variant, and will ruthlessly crush physical attackers with its Venoshock attack.  This is particularly potent if whatever got past her Koffing was already poisoned by that.  While she’s tough, a little practice near and in the Virbank Complex, particularly with Audino-hunting, should have easily gotten your team’s levels up to around 16, so you shouldn’t find the battle impossible- just challenging.  Expect your whole team to be level 17 by or because of the fight with Roxie, and you should be good.