You have to log into the Fandango channel with your user credentials for that site. It isn't tied to your Roku account. Once you've logged in, you'll see My Movie Library as one of the menu options on the left.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.