Since all other channels are working properly, the problem is with the CNN channel itself. Before contacting CNN for support, first remove the channel, reboot the Roku TV (this means pulling the power for over 10 seconds, or using the Settings/Power menu to do a system restart), then adding the channel back in. Don't forget the restart, or the channel removal was never completed.
If it still won't work, and everything else is fine, then you need to contact CNN for support. Roku doesn't create the channels available on their devices, other than The Roku Channel and Roku Media Player.
Dan
Roku Community Streaming Expert
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