Note that your post is tagged "Roku Express+" and not "Roku Express." And, if you follow through on the request to provide the model number, I'm guessing it's going to be 3931, which is the Express+ released in late 2019 (current model). The box should also have the model number on it. And you might want to see if there is a "+" following the word "Express" on the box. Now, they could have put the wrong device in the wrong box, so when you follow through and provide the model number, you'll be able to determine that.
The Express+ comes with a WiFi Remote you have to pair to the Express+.
The Express comes with a simple IR remote, no pairing required, or even possible, between the remote and the Express.
Now we have to figure out why the remote won't pair to your Express+.
Look over this: https://support.roku.com/article/360011621473
If, after trying that again, the Enhanced Remote still won't pair to the Express+, try this: https://support.roku.com/article/208755708
If none of that works, it could be a bad remote, or a bad Express+. Either way, take it back to Walmart and exchange it. I'd suggest exchanging the whole thing, rather than try to figure out whether the Express+ or the remote is at fault. Get a replacement for the whole thing.
DBDukes
Roku Community Streaming Expert
Note: I am not a Roku employee.
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