Another way to access without having to go thru another window is to go to the search on the left menu, search "Newsmax".
You should see Newsmax and Newsmax Live.
I have selected both several times and now Newsmax has it's own window right next to Pluto, Roku Channel and the others.
Note: the non live Newsmax has the different news segments that you can watch at any time.
Having the same problem today, Nov 30, 2020. I went to watch Newsmax through Roku and even though the vertical menu was there and I chose Live TV, nothing changed. Extremely frustrating! Sent an email to Newsmax, but I don’t expect to hear back since i can watch it on other devices, even though I would prefer watching on the Tv. Terry