Roku does not work with WPS pushbutton connection to a router, so if you used that to set up your WiFi network (instead of manually entering a password, etc.) you can't connect to Roku. In that case call Roku & tell them they should support WPS setup & return the Roku until they do support it (fire TV doesn't either).
If you have "regular" manual password entry for your network, it's a Roku tech support call to figure it out.