When Roku says "Live TV", they don't necessarily mean old fashioned antenna live TV. Only Roku TVs can get your local channels and they need a connected antenna. The Roku Channel cannot. If you don't have a Roku TV, you need an app that provides your local stations like YoutubeTV, Philo, Sling, etc.
This article is a few years old, but it has good information:
6 cable alternatives and live TV streaming services (2022)
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