I believe company-org-roam was deprecated at around v1.2.1 in favour of company-capf.
I wrote a quick configuration guide before; it may not be 100% current, but you might be able to take basic ideas away.
Where I am not confident is in the latest version, the support for “fuzzy link” ([[file-name-as-alink]]) may not be present. [[roam:file-name-as-alink]] should work… That is, you might need to type “[[roam:” to get Company to start completing.
Last time I talked about that with Jethro, his intention was that the cursor remains inside the bracket so that you can choose to continue with a “*” to look for a headline.
I believe you would need to change the code to alter this behavior to skip to the outside the bracket (I probably did some POC code and shared it somewhere, probably in this forum…)