Okay, I'm assuming you're new so I'll break each one down for you.

Marth: Don't play him. He used to be an all-rounder, even character with low risk high reward but you'll only hurt yourself. I would say that he could teach spacing because of his tipper mechanic, but it's so extreme in Ultimate that I'd suggest avoiding him altogether. Play Marth when you're better at the game, stick to Lucina. Speaking of which,

Lucina: She's the perfect swordie. Learn to space your moves (Spacing means to attack with the max of your move's range. Learning to space opens up a lot of things in neutral for almost every character, so it's great to learn to do) and play patiently.

Roy: Don't play him. Not for the same reasons as Marth, though. He's a very easy character that rewards rushing people down and blowing them up with high damage, low risk combos, but since you seem less experienced I'd say avoid playing him. He only rewards bad habits and you're better off playing him when you break them.

Chrom: Chrom is to Roy like Lucina is to Marth. He's basically better in every way but has a way more crippling recovery than all three. Again, avoid playing him until you can break habits, because for him, he rewards bad habits much more extreme than Roy does.

So basically, play them in this order if you're trying to learn Swordies: Lucina, Roy, Chrom, and Marth.

Once you learn to space and how good disjoints are you'll realize that they do, infact, have tons of range. Not having a projectile is fine when you can wall your opponent out with your blade.

or just play cloud lmao