Roku players do not have an ATSC tuner, so no they cannot be hooked to an antenna for reception. There is a channel available (Locast) that offers local stations for a handful of metropolitan areas, but if you're not located in one of their coverage areas it will not permit you to stream a different location.
There are tuners that can be connected to your network, and then use a channel on the Roku to access it. These come from a company called Silicon Dust. I believe they have a couple of different models, with some having multiple tuners in the box so more than one device can use it at the same time.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee, just another user.