If you factory reset your Roku device and you're now on the "Let's get started" page, you need a physical remote. There's no way to use the phone app until the device is connected to your network and there's no way to get it connected to your network without a physical remote.
One caveat is that if the Roku device has an Ethernet port, you may be able to get it to recognize a wired connection and get the phone app to connect to it. Not many Roku devices have an Ethernet port.
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