You'll need to create your own Roku channel. There are lots of ways to do that including using the Roku SDK and Direct Publisher. The method you choose depends on whether you have time and/or experience for creating a channel, and, how much you want to spend. Yes, there typically is a cost since you'll need to store your video content on a server. Having said that, Roku's Direct Publisher platform is one of the easier methods for getting up and running with a new channel.
FREE Windows desktop software for converting Direct Publisher channels to SceneGraph (SDK), for creating BIF (Trick Play) files, Roku (MRSS, JSON) feed files, and FireTV feed files @ GitHub/rrirower.