Roku Media Player (RMP) only supported a limited number of containers and codecs. The container is the 3 characters at the end of the file name, and the codecs (video and audio) are embedded within the container. This support page details what is supported.
Also, when you first enter RMP it asks if you want to play video, audio, photo, or all. Unless you select All, you can only play the media type you selected. So if you selected audio, it won't even show you any playable video or image files. You can change that once you're inside RMP by pressing the * button and changing the media type. I recommend always selecting All, so you don't encounter this issue.
Dan
Roku Community Streaming Expert
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