You can't connect them to each other, they can both be connected to the same tv, if the tv has hdmi-arc the ultra audio should be heard through the soundbar. And so no you do not have to use the apps on the soundbar and just use it for better sound. The thing is the ultra and soundbar respond to the same IR roku commands, so if you don't want conflicts be sure to use only wifi roku remotes. The ultra comes with wifi remote, and roku branded soundbar and streamber come with wifi remotes too. But the Walmart Onn Roku soundbar comes with IR remote that would control ultra and soundbar at the same time.
But the Walmart Onn Roku soundbar comes with IR remote that would control ultra and soundbar at the same time.
This problem can be avoided if you position the Ultra so that the direct line-of-sight IR remote can't "see" it. You can place something in front of the Ultra to block the IR, or cover the IR receiver on its front with opaque tape.
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T