"Roger" means "I have received all of the last transmission" in both military and civilian aviation radio communications. This usage comes from the initial R of received: R was called Roger in the radio alphabets current at the time, such as the Joint Army/Navy Phonetic Alphabet. It is also often shortened in writing to "rgr". R is Romeo in the modern NATO phonetic alphabet.
Contrary to popular belief, Roger does not mean or imply "I will comply." That distinction goes to the contraction wilco (from, "will comply"), which is used exclusively if the speaker intends to say "received and will comply." Thus, the phrase "Roger Wilco" is both procedurally incorrect and redundant