If you pressed the Power button on your Roku remote, then you turned the TV on. (the power and volume buttons are TV controls only --they do not affect the Roku device).
Try pressing the Home button on the Roku remote to wake up the Roku device and try using a different HDMI port. (also make sure the HDMI cables are firmly attached at both ends --remove and reinsert).
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660x, Premiere+ 3921, Express 4k+ 3941