"Not rechargeable" still could be two very different remote types.
If the remote does not have volume and mute buttons on the right side, then it is a so-called "simple" remote that needs no setup other than being sure the batteries are good and inserted according to the diagram molded into the battery compartment. They work by direct line of sight infrared, so you just point at the Roku and press the buttons. Be sure there is nothing blocking the signal between the remote and the Roku.
If it does have volume and mute buttons on the right side it is one of the Voice Remotes that must be paired with the Roku. See this help article from Roku: https://support.roku.com/article/115013019828
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