Televisions, whether Roku or not, have antenna inputs and broadcast tuners that allow them to receive and display local television broadcast stations. In order to do so the set's Input, Source, or similarly named control, must be set to show the antenna input.
Streaming devices from Roku or others, on the other hand, have neither antenna inputs nor TV tuners. They cannot display local broadcast channels, they can only display streamed content received over the internet. But even so, TVs to which they are connected can still display local channels received over an antenna, provided the TV is set to display those channels instead of the input to which the streaming device is connected.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X