Yes, you can download the app of course, but you will need to either have a cable/satellite login, or (I'm assuming) an account with them where you pay them monthly to watch their programming. I've been attempting to activate the app using my dad's DirecTV credentials, which is how I watched local sports teams when it was still Fox Sports Southwest. That's the method that I've been unsuccessful with though on Roku. Those same credentials do work, however, when I go to their website on my laptop and use them to sign on there.
I know there's been a big outcry here in Dallas, because most providers have been in negotiations with Sinclair/Bally's to carry the station, and most of them haven't come to an agreement. Only a small percentage of locals have been able to watch Mavs/Stars/Rangers for the last several months.