In general, cable channels are not available for free. Some channels have their own apps (Roku likes to confuse the terms apps and channels, but I'm calling them apps like any sensible person would), but those apps require a cable subscription to get anything out of them. For your local channels, you have the option of connecting an antenna to your TV if your location allows. You can check a website like Antennaweb to see what kind of antenna you'd need to get your local stations. The other option is a streaming service that provides your local stations, but don't expect to save much money with one of them. This article is a few years old, but it's still relevant:
