It may be on the same as you watch a DVD, are you using an audio receiver? If so you may have to change the input, you may also have to change the input on your tv if you have a HDMi cable or not.
I tried with the same channel as I use for watching DVD's, doesn't work.
What is an audio receiver?
TV is not HDMI so am not using an HDMI cable. Connected the ROKU player to the TV with the colored cables. I even tried connecting the player to the router with an Ethernet cable. Nothing worked.
Followed all ROKU's instructions carefully, but no ROKU screen appears.