Your TV, all TVs really, have different inputs. The default one is the TV channels. Roku would likely be on one of the other inputs, often HDMI1 or something similarly named. Look for a button on your TV remote that says "Source" or "Input" or something along that line.
Note that many modern Roku remotes can be configured to control the TV power and volume. Not all TVs are compatible with the Roku remote, but many are. If you are only using Roku, the Roku remote may be all you need, and you can place the TV remote aside.
Just in case, if you take your Roku remote and hit the HOME button a couple of times, does nothing happen on the TV? Sometimes, doing that will tell the TV (via CEC; we can go into all that later about what CEC is if necessary) to change the input to the one Roku is using. So, you might want to try that. Failing that, locate the button on the TV remote that changes the input source to the once Roku uses.
DBDukes Roku Community Streaming Expert Note: I am not a Roku employee.
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