The characteristics of the multivariate wind loads field on the roof are crucial to the wind-resistant design of low-rise buildings, which contain the correlation characteristics in space and probability characteristics in the time domain. This paper proposes a framework for constructing a Joint Probability Density Function (Joint PDF) model for a multivariate wind loads field. It provides a detailed correlation analysis for the first time. This paper employs wind pressure data collected from the roof of a low-rise building during Typhoon Muifa. It was found that the correlation becomes more robust with increasing roof pitch and the wind pressures are strongly correlated with a correlation coefficient exceeding 0.50 when the roof pitch is above 15°. The mixture distribution model is applied to the probability density function fitting procedure of wind pressure time series under typhoon climate, and the fitting effect is significantly better than other classical probability density functions. The optimal copula function is determined according to the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) for estimating the Joint PDF. The results reveal that Gumbel-copula and Student-copula have the highest proportion in optimal copula functions, accounting for over 90% of the total copula functions. Then, a bivariate Joint PDF for wind pressures are established with the optimal copula function. Additionally, the comparison between measured bivariate Joint PDF and that constructed using copula functions verifies the accuracy of the proposed framework for constructing Joint PDFs. The Joint PDF of wind pressures can enhance the understanding of the stochastic characteristics of local wind load fields on roofs, and the correlation characteristics in space provide crucial references for improving the accuracy of wind load random field simulation and saving the cost of wind resistance design.