Roku connects to your TV but not the USB port.
Different models connect with different cables. HDMI is the most common but they have models for use with TVs that don't have HDMI.
Some streamers do use a USB port or USB charger as a power supply.
You should be able to download instructions for you particular model Roku. Once you get the Roku display on the TV it may walk you through getting it on your wifi and then setting up channels.