I subscribed to Discovery + through Roku. I am not getting the History Channel which was supposed to be included with Discovery +. The Discovery+ online ad says it's included
Do you have a link to this online ad? If it was an offer from Discovery+ and not from Roku it's possible that your Roku subscription doesn't include it. Often when you subscribe to a service through a 3rd party like Roku you don't get all the benefits that you would get if you subscribed directly through the provider.
Discovery+ provides on-demand programs from twenty or so of Discovery's sister cable stations. This programming is viewed from within Discovery+, not in separate channel apps for the included stations.
From the Discovery+ home page go down to the row of bright colored circles that shows the included channel sources. History is among them, click right until you find it. This is all on-demand, there is no live feed of what is currently showing on the cable History Channel.