My question is how do chord progressions of a song start? I mean do they use theory to create a progressions with the roman numerals and everything, or do they just play random chords and see if it works out?

I ask this because I can only do it using theory... I can never just create one really.
sometimes i start with a riff and try to build chords around it

sometimes i just jam around the guitar and stumble across something i like

sometimes i pick a key play in it and try to add chords that don't "fit" in

sometimes i just use common chord progressions
Basic harmonies start with a tonic chord (first chord) and include the subdominant and dominant (7th) chords somewhere along the lines. They also sometimes include the relative major/minor chord. Also, any other chord that can be made from scale degrees. That's the basic stuff.
What everyone said is great advice.
Theory comes in handy when you get stuck. That's when you should be drawing upon those scales and progressions from practice. Otherwise, pick a chord that sounds magnificent to you and work from there.

Keep up the good work and I hope this cleared things up a bit.
Whether the writing process is guided by a knowledge of theory or not, the music can always be analyzed with music theory. Whether band X knew they were playing a Y progression in the key of Z, they still were. A lot of people do write great music and couldn't give you the figured bass to save their lives, but it can always be analyzed. Sometimes it's a simple I IV V progression, sometimes it's more complex. Strictly speaking about the writing process though, plenty of people do write music with absolutely no idea what they're doing in terms of theory.
It's just a case of listening to the sounds in your head and trying to make them real. Knowledge of theory and a good ear means you have a better idea of how to make those sounds straight away.
A great way to start a chord progression, is to:

1) Start on the 'tonic' chord. This being the first chord in the scale.
2) Play around with inversions of that chord.

Sometimes it is easier to write down your music as notation whilst composing. A good program for this is Sibelius. When you write down your music as notation, you get a better idea of what you can do to manipulate a certain chord to make it sound... progressive, as such.