The Roku is not a gaming device. It doesn't have a remote that would work well for gaming, and you can't link a better remote. It has virtually no storage space for any game information, and frankly doesn't have a good enough processor or video card to support anything beyond a very basic app.
If you want to game, there's the Sony PS whatever they are up to (PS 5?), the XBox, Nintendo has a good gaming platform, and there are some games that can be played on an Nvidia Shield.
Dan
Roku Community Streaming Expert
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