Most public WiFi networks (and that's what the dorm WiFi is, public) has a security feature turned on that blocks connected devices from seeing other connected devices. All they allow is access to the Internet, and perhaps some internal campus access. Trust me, you do not want every other connected device in your dorm to be able to connect to your Roku, your computer, or anything else you connect. The network support people for your WiFi will not turn it off for you, so that's not a possibility.
I only know of one way to make this work, and it's to create your own private network that connects to the Dorm WiFi for Internet access. There are some travel routers that permit this, but to be honest mine has been hit or miss being able to successfully connect to the hotel WiFi when I'm traveling. Another way to do it would be to use a computer as a gateway. When I stayed at a hotel for a long term job detail, I brought a Windows computer with me. It had a Ethernet port and I added a USB WiFi adapter. I then connected the computer WiFi to the hotel WiFi, then connected a router to the computer Ethernet port and used that as my private WiFi access point. I could then use the Roku app on my phone if I wished, or let any of my other connected devices see each other.
Since I wanted to access my Windows computer from my private network, the router I used was in Access Point mode, so it didn't block my network from seeing the computer. Windows has this function built in called Internet Connection Sharing. My guess is a Mac or Linux box would have similar ability. The important thing is the gateway computer has to have two network cards, and one of them has to be wireless. The gateway computer has to remain connected at all times to keep your private network working, so perhaps an old laptop lying around doing nothing could be put to use.
