I have a pretty similar setup except with a stick instead of an Ultra. Make sure the TV is set up to use the Streambar and not its own speakers for audio. Do you get sound from the Streambar when you're watching something from a cable box or antenna channel or some other connected device?
Getting the remote to control the Streambar volume and the TV power is a little more complicated. The TV has to be able to control the volume of the Streambar through CEC or whatever term your TV's manufacturer uses for it. If you can get the TV's remote to change the Streambar's volume then you ought to be able to set up the Roku remote to control the TV's volume and it will pass the command to the Streambar via CEC.
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