It's called reconstructionism, and it's not uncommon in neopagan communities. Most of them are pretty honest with themselves about the limitations of their knowledge. It's not fraudulent at all.

Anyway, Roman accounts are one source we have for studying celtic culture, but it's not the only one. There's also archaeology. There's some of the mythology that survived. There are old Celtic stories that got christianized by the clerics who recorded them for the first time. There are surviving superstitions and folklore that some ethnologists recorded in the 19th and 20th centuries.

Each of those things provides insights into the beliefs and practices of the pre-christian Celtic civilizations. None of them are a full or a complete picture, nor even all of them together. But if each one together clarifies the picture a little more.

There's always a limit to how much we can know about prehistoric cultures (in the sense that they had no writing system until converting to christianity). But that doesn't mean it's pointless to study them.