@BECRJC
If you are referring to the GE UltraPro RokuTV remotes, there seems to be couple of different versions.
If you bought this one, then that will only work on an actual RokuTV, not a Roku Player (like your Ultra).
If you bought this one, then you will need to program the remote to work with your Roku Ultra. (there should be an instruction sheet with a Roku streaming player code to enter into the remote).
Some universal remotes are able to work with both RokuTVs and Roku Players, but the codes are different so you need to determine which remote you have and enter the correct code into the remote.
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In either case, any of these 3rd party remotes will be IR-based. (no pairing, line of sight). Just point them at your Roku device to use. (after you have programmed the remote with proper code).
If you want a Voice Remote replacement (an RF-based, wifi remote) like the one that came with your Roku Ultra, you can order them from Roku directly or you can also find them at Walmart, Best Buy, Target, etc. (can also find them on Amazon and Ebay).
The Voice Remotes range from $20-30. You can also use the Player Remote $10 from the below link but lacks Voice and TV controls that are included with the Voice Remote.
https://www.roku.com/products/accessories
All the instructions you are finding in your Roku Settings are for the Roku Voice Remote.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102