I was wondering before I buy a Roku if you need a phone to set up anything or can you use a laptop to set it up?
I'm pretty sure you dont need your phone at all.
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All you will need is a computer or mobile device on which you can receive email and browse to Roku's website. You'll be creating your Roku account there and linking your Roku device to it.
Roku has no real phone support, at least as far as voice. But, you could always use a smartphone.