No, it sounds odd. "Roam" usually implies travel over land. You can use words like "soaring" or "circling" for the flight of birds.

"Roaming" means "to wander aimlessly" or "to travel with no plan." It usually refers to travel on land, but the key point is the aimlessness. The simple statement is "the birds are flying in the sky." If the birds seemed to be flying without any sense of direction, you could say "The birds flew aimlessly around in the sky" or "the birds circled aimlessly overhead." Google Books finds me this in a recent novel: "Birds flew aimlessly past his position, from tree to tree whistling a high pitched chorus to one another while the wind gently caressed the surrounding greenery."