Have you tried using the Roku Support page regarding setting up your remote? Not sure where you are getting your instructions, so try this link (scroll down a bit on page to "pair your Roku Voice Remote later" since you already set up the RokuTV or Roku device with your old remote.) https://support.roku.com/article/360011621473
Basically you should just be able to go to Settings/Remotes & Devices/Setup a new device/Remotes and follow the on-screen instructions.
Feel free to post back if still having issues and either post screenshots or a little more detail what you are seeing if still having a problem. Include what kind of Roku device or RokuTV you are using as well. (Settings/System/About will provide this info).
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660x, Premiere+ 3921, Express 4k+ 3941