According to the documentation, the FormsAuthenticationModule only
Sets the identity of the user for an ASP.NET application when forms authentication is enabled.
However, looking around elsewhere (props to Erv for pointing this out) the forms authentication module is then responsible for redirecting the user to the login page by hooking into the application's EndRequest Event
This means it has nothing to do with with roles - roles are handled by the RoleManagerModule
So the UrlAuthorizationModule uses the Authentication Module (i.e. Forms, Passport/Live, Windows, etc) and Role provider (using which Role module is appropriate) that are configured in the web config to enforce access, and if the CheckUrlAccessForPrinciple that's actually checking the users access rights returns false, a 401 error is raised, and this is then returning to ASP.NET to handle.
The app then raises the EndRequest Event, which is picked up by the FormsAuthenticationModule which finally redirects the user to the Default login page defined in the Forms auth section of the web.config.