mistym-
Many hotels, dorms, campgrounds, etc, are set up with a wifi system that you connect to by logging in on a web page via an internet web browser. This establishes your connection for that device. That's okay for a computer or phone that has a web browser, but your Roku does not have one.
In order to log the Roku into the net's web page, you log in via your computer/phone/tablet as usual but you run it through the Roku via a WiFi-Direct connection, instead of directly.
[One caveat: the Roku must already have been set up and linked to your Roku account. It's easiest to do this at home before you leave. Otherwise you can do the initial setup via a conventional WiFi connection, like a WiFi hotspot on your phone, before connecting through the Hotel/Dorm setup process.]
With a Roku that is pre-linked to your Roku account, you log into the hotel/dorm account by connecting your computer or mobile device to the system through the Roku via a wifi-direct connection. When you then log into the system's web page on your browser while connecting through the Roku it establishes the Roku's connection.
This Roku page explains the process: https://support.roku.com/article/215058118