You have to hook the Roku direct into your TV if you want to see anything on said TV. It depends one which Roku device you get. The older models run off RCA cables and the newer ones offer both RCA and HDMI. I run my PC off a wireless and have the Roku account set up online. Then you have to sync your account with the Roku Box serial number to activate and get it working. After that, it's just find channels you want to add. Some of the channels or Apps are stand alone while others like Plex 'host' a bunch of channels within.

I'm curious how your Roku is set up. The way I have it set up is the way I described above. My internet feed runs off the Router wireless to the computer and then from there I get the feed to my Roku.

Router>Computer>Wireless>Roku>RCA Cables>TV