Roo will generate a property id on your entity. This property is declared on MyEntity_Roo_Jpa_Entity.aj file (this includes a getter/setter). So, you simple use:
MyEntity myEntity = new MyEntity();
myEntity.setId(new Identifier());
myEntity.getId().setPk1(value1);
// ....
// ....
myEntity.getId().setPkn(valuen);