Are you saying that you also bought a Roku device that has an Ethernet connection? A Roku Ultra, I assume? And you are unable to connect via Ethernet as well as wireless?
Please do provide the Roku model numbers involved, as that is usually extremely helpful to those troubleshooting.
DBDukes
http://www.dbdukes.com/
Roku Ultra (4660)
Roku Streambar (9102)
Roku Streaming Stick+ (3810)