Are you using the USB cable with the Wi-Fi module embedded in it? That's what the remote pairs with. It's also possible that the cable is bad. I'm guessing you've seen this:
How to set up your Roku® voice remote | Official Roku Support
Yes I am using the USB Cable provided in the package and I looked at many videos on Youtube. Don't understand what I am doing wrong.
I would guess you're not doing anything wrong and either the remote is bad or the Wi-Fi receiver in the cable is bad. There's no way to test one half without a working other half. It's probably best to just return the stick.
