You haven't really told us much. For example I have:
[all input devices] -- HDMI --> AV Receiver --> Speakers and TV
So, Satellite TV, Roku, Blu Ray, etc. all have their audio handled in exactly the same way.
However, decades ago I used to have a more convoluted set up where video went straight(ish) to the TV and audio connections went to an audio-only receiver. This one required making the right connections and setting the right inputs to get everything working together. If you're doing something like that, you will probably need something like an HDMI audio extractor to take audio from Roku's HDMI output and run it to the stereo. I say probably on the extractor because there were some old "Express+" devices that had separate analog audio outs.
