For the most part, you can't. Just in case you have the idea that Roku is Android, it isn't.
I succeeded in side loading movie box pro but it only lasted a couple months and possibly an update took it off and now I can't even start the side load process with any of my roku ultras.
@Go-issues, your device has been blacklisted and you will no longer be able to enable developer mode. Roku doesn't intend developer mode be used for trying to get around their terms of service.