Where didn the Roman army conquer?
Of those, the Americas, Australasia and Oceania and Antarctica had not been discovered by Europeans so they just didn’t know about them. In Africa they penetrated to the Sahara desert which was far enough. Nor did they try conquer northern and north-eastern Europe, and most of Asia, as Augustus sensibly decided that to go further was overstretching his resources, and he tried to establish defensible borders based on the Rhine-Danube line.