Some of the free channels like Tubi, Xumo, Plex, and Roku Channel offer some free local news (depending on your location) in their LiveTV guide. LiveTV in streaming is a bit different than actual Live TV. (It means continuous playing from a library, not necessarily live, current, up to the minute viewing).
If you are looking for your local over-the-air (OTA)/antenna channels for free, then the easiest way is to attach an antenna to the back of your TV in the antenna/coaxial input. Then use your TV remote (not Roku remote) if using a Roku device connected to your TV via HDMI, to switch to the antenna input whenever you want to watch your local channels. Try dusting off even an old rabbit ear antenna and see if it works for you.
Otherwise, you can search the Roku Channel Store on your device for your local news channels (some have dedicated, standalone channels/app) or you can subscribe to a premium cable-alternative channel/app like Hulu or YoutubeTV that offer local channels in their packages (like cable, will be paying for access to these local channels.)
Roku Community Streaming Expert Just another Roku user... I am not a Roku employee. Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102