What trap does roxanne have for Christian?

Perhaps this refers to the part of the play where Roxane asks Christian to speak to her in his own Words, impromptu--"Extemporize! Rhapsodize!"

But she is not setting any trap, here or at any other point. She has no suspicion. You don't set traps unless you suspect someone of something and want to catch them at it. Roxane is not very bright, and she thinks Christian is exactly what he appears to be to her. She has no clue that he is otherwise, just as she has no clue that Cyrano is her true faithful lover.

The nearest approach to the truth is when Christian says "I would rather have her love me for the poor, simple fool that I am..." He realizes that she fell for his pretty face (she did). But she doesn't get it until the very end, and even then she is still seeing everything in terms of herself ("I have loved only one man in my life, and I have lost him--twice") instead of giving a moment's attention to Cyrano himself.

Part of the irony of the play is in Cyrano's helpless passion for a woman who has the depth of (as Hermione put it so nicely to Ron) a teaspoon. But the ennobling power of love and the fascinating drama of a man who becomes his own rival (which couldn't happen if the woman had any sense at all) don't depend on our understanding what Cyrano sees in her. We just have to know that he loves her "beyond Words, beyond breath, beyond love's own power of loving."

Quotes here, by the way, are approximations from long-ago memory of the Brian Hooker translation.