No, the Roku only receives video, not transmits.. Don't know what gave you that idea. No streaming device on the market does that.
The Nvidia Shield is capable of being a Plex server, as well as a client. But that's the only one I know of. You have to have the more expensive version, as the base model has insufficient memory for the Plex database, and there's no way to tell it to use external memory.
Roku Stick (2016), 4 and Ultra, Insignia Roku TV, Sharp 4K Roku TV, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network. Samsung JU7100 4K TV, Yamaha RX-V679, 60+Mbps CenturyLink DSL