Roku is a device. Not a TV provider. To watch the tennis live channel you need a tv provider first. If you don’t have cable tv then you can subscribe to a live tv streaming service such as FuboTV DirecTV Stream or Sling
As mentioned, Roku is a streaming platform, not a content provider. A content provider would be cable, satellite, or live streaming service.
Three live streaming services carry The Tennis Channel:
Sling TV (Blue) with Sports Extra ($35 + $11 = $46/month)
Fubo TV ($70/month)
DirecTV Stream ($70/month)
And, as you've discovered, Tennis Channel offers a standalone service (Tennis Channel Plus), but it's an annual service, not month to month. If the other channels in one of those packages are worth it to you, then that's an option. If, however, you don't see those packages as worth it, then Tennis Channel Plus is the most cost effective.
DBDukes Roku Community Streaming Expert Note: I am not a Roku employee.
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For more information about that channel's authentication and functionality, you'll want to contact the channel provider support directly to inquire further. Many channels on Roku are developed and maintained by the channel provider themselves.