I am from Nepal. I have a Romanian work permit. Since Romania is not in Schengen, do I need to apply for a visa if I have to travel to any Schengen country?
it looks like you will need a visa to visit the Schengen countries, and an extra visa for any non-Schengen countries you wish to visit. If you plan to leave the Schengen countries and then come back into them (e.g. Romania -> Schengen -> UK -> Schengen -> Romania) then you will need a multiple-entry Schengen visa.
All the info for you is here.