The app will not -- can not -- work until the device is connected to the network. You need to use a remote to connect the Roku device to your network.
The Roku SE, if it is from 2015, is likely a Roku 1 model 2710 under a different name (usually a Black Friday special or something similar). Use your smart phone camera to look at the end of the remote, then press some buttons. If you see a light in the camera, then the IR remote is working. If you don't see a light, then the remote isn't working.
Your options would then be to get another remote. The Roku Simple Remote is $15 and can be found at Walmart, Best Buy, etc. You may find a $10 or under universal remote at Family Dollar, Walmart, etc., as long as the packaging says it supports Roku.
Or get a new Roku. You may be shocked how much more responsive today's devices are, especially compared to a Roku 1 (aka Roku SE).
Roku Community Streaming Expert
Note: I am not a Roku employee.
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