Are you speaking about a Roku TV or a Roku device? If it’s a device which model do you have? If it’s a device you cannot enter a zip code and get locals. That’s not how it works. To get local channels you either need an antenna, cable tv or a live tv streaming service such as YouTube TV. Can you please provide more information. Are you trying to watch local channels such as NBC, CBS, ABC and Fox for free using your Roku device?
Someone misinformed you about Sling. Sling only offers locals in certain areas. In my area they only offer NBC. Did you confirm with Sling which locals were available to you? Your zip is in your Sling account and Roku account. It is also in your IP address. But with Sling you usually need an antenna. Sling only offers Fox and NBC in certain areas. Your better off with YouTube TV, Hulu + Live TV or DirecTV Stream