I want to watch the Fox News channel on my Roku. I have the Fox News channel app, but in order to watch Fox News live I have to enter a code. It tells me to go to foxnews.com/connect on my computer and enter this code but it’s asking for a TV provider and I don’t have a provider other than Roku so I go to apps and I select Roku, but there is nowhere to enter this Fox News code.
Sorry, Roku isn't a provider. A "provider" is some entity that you're paying money to for a package of channels that includes Fox News. You can see some of the possibilities in this article:
6 cable alternatives and live TV streaming services (2022)
That app needs a cable/satellite provider. You would need something like Spectrum, Comcast, Direct TV, or other streaming services that have packages that include that channel, such as Hulu.
If an app indicates on the Roku store that it needs a cable/satellite provider and there are quite a few, then that is what is required for those to work.