Roku devices play a pretty limited number of video formats. There's no way around it, so all apps have the same limitations. You can see the list here:
How to use Roku Media Player to play your videos, music and photos | Official Roku Support
If you have a server that's capable of transcoding (like Plex running on a computer), you may be able to play your files. Otherwise, you'd need to convert them into a supported format.
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