Roger is evil and malicious and something of a sadist. Even from the beginning of the novel...remember he was throwing stones at the little'un playing at the water's edge to torment him even before everything had started to turn sour on the island. Also at the end, not only has he killed Piggy, but it is Roger that has a stick sharpened at both ends and desire to see Ralph stuck on it!!

"the hangman's horror clung around Roger"

It just means that he had a menacing, threatening manner about him. The boys are scared of him, like how the appearance of the hangman terrifies a prisoner...there's an air of death about him. Even Jack doesn't mess with him when he's tormenting Samneric etc...

He was as scared as someone would be if they where going to be hung
hope I helped =)