I could install VLC on my Amazon FireStick and would like to do the same with my Roku since it more 'power' than the FireStick? But I can't seem to figure out how to install it. I don't want to 'stream' from another device, but have it as a native app on the Roku player itself.
It's not possible. Roku only supports a very limited number of codecs and there's no way to expand it.