The Express isn't considered a stick, Roku stick have the hdmi connector built-in. But yes you will need another remote, a wifi voice remote which are the only remotes with tv controls. But if the express is an older model like 3700 you will be out of luck, that model only takes IR remotes and not Wifi. So no tv volume.
Edmund Roku Community Streaming Expert
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My new ultra said tv isn't compatible with roku remote, I pressed the pairing button under battery cover and then unplugged power on roku box, when it restarted I went to settings to pair to tv and it worked.