Original text of this post has been deleted, possibly because the original poster found the answer on his/her own. In the interest of others who may find this thread ...
Roku devices (as opposed to Roku TVs which are regular TVs that have Roku capabilities built in) only receive digital signals over the internet. They have no over-the-air tuners and cannot receive over the air signals. Channel scans must be done on the TV, not on the Roku device.
If you want to receive local channels via Roku you need to subscribe to a streaming service that streams your local channels. Here's an article on this subject from cordcutting.com:
https://cordcutting.com/how-to-watch/local-channels-roku/