Some ask why we do not see Roman government records about Jesus. The answer is simple: Jesus was not famous in His lifetime by Roman standards. He lived in a small province, and His trial was handled locally by Pilate.
Romans did not usually keep detailed records of minor provincial cases, especially about a Jewish teacher who was crucified like thousands of others. Most government papers from that time are lost anyway.
But this does not mean there is no evidence. Non-Christian writers like Josephus (a Jewish historian) and Tacitus (a Roman historian) mention Jesus and His crucifixion. This shows Jesus was known outside the Bible.
Also, the growth of the Christian movement itself is evidence. If Jesus had not lived and been crucified, there would be no reason for such a movement to begin and spread so quickly.
So while we do not have Roman trial documents, we have enough from history and testimony to know Jesus was real and important.