User roles are not stored in wp_user table. They are stored as User Metadata.
In wp_usermeta you can find two rows for every user:
<prefix>capabilities(for example wp_capabilities) which contains serialized array of roles assigned to that user<prefix>user_level(for example wp_user_level) which contains level of given user.
It’s important to remember, that keys for these values are prefixed with DB table prefix.