That sounds like the remote is trying to link to your Roku, but the Roku isn't responding to it. Try unplugging the power to the Roku for a few seconds then plugging it back in to make it reponsive to the pairing request.
Roku Community Streaming Expert I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well. If this post solves your problem please help others find this answer by clicking "Accept as Solution.".
Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X
Please send me a PM with your Roku account email address, and include the serial number on the Roku device along with a summary of the issue you are experiencing. I'll be able to assist you further from there.