This is a common setup at hotels, dormitories, and other public systems where you have to go to a website via a web browser on a computer or mobile device and log into the system. Once you've done this you can continue to use the net.
The Roku has no browser so an alternate hotel/dormitory method was added to the Roku software several years ago, utilizing a wifi-equipped computer/phone/tablet to connect to the Roku via wifi-direct and use the computer's browser to make the connection. Some older models, though, don't have this capability and I haven't been able to locate a list of which models do and don't.
This Roku page explains the process: https://support.roku.com/article/215058118
If you don't get the hotel or college dorm prompt at step 7, I guess you have one of the old Rokus without this capability.
- Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
- Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T
- TCL Roku TV 43S425/C107X, Ser X000001R60KV, wifi