We need more information. What's the model number of your Roku (it should be written on it somewhere)? Did you have a gaming remote before? Do you have any working remote at all? Have you tried using the Roku app on your phone/tablet as a remote? Does your new remote have a pairing button located inside the battery compartment?
So all of that indicates that the remote should work. Did you try the procedure given in the link I posted?
This is the procedure recommended by @Tivoburkee who has paired a remote or two in his day :
"You can also unplug the roku from its power for a bit, have the remote ready with battery door off and one battery in, now power the roku when the roku name stops bouncing put in the second battery and press and hold the pairing key for 3 to 5 seconds and release. Just let it communicate with roku it is all right if the light goes out in the battery compartment don't press anything until you get a big DONE onscreen. "
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