Plug an HDMI cable from the Roku to the TV, plug the Roku into a USB cable to the power adapter and plug the power adapter into the wall. Switch the TV to the input you connected. (The TV might do that automatically.) The cables you need come in the box as well as little instruction book that says what I said with perhaps a bit more detail.
If at any point, you get a website that tells you you have to call someone - don't. (That's a scam website that some people get while looking for roku,com.)