Forum Discussion
It is for the remote control.
Expanding on the reply from andyross ..
All Rokus from the last few years can be controlled by Roku remotes that connect to the Roku via WiFi. These are connections directly between the remote and the Roku that do not go through your local WiFi network. DIRECT-Roku is the name (SSID) so-equipped Roku models apply to this potential connection and it will show as a separate network from your normal home network. Roku WiFi remotes will find this automatically, so there is nothing you need to do to make this connection, other than pairing the remote to the particular Roku unit you wish it to control.
If you have more than one active Roku nearby, it may confuse the remote when you try to pair it, so you may need to power down other Rokus while pairing the remote.