Roku Premiere+ allows you to play local video via USB drive, Plex Media Server or DLNA server, etc. However, the local video must be included in Roku Media Player channel supported file formats listed below:
Video - H.264/AVC (.MKV, .MP4, .MOV)
Audio - AAC (.MKV, .MP4, .MOV); MP3(.MP3, .MKV); WMA (.ASF, .WMA, .MKV), FLAC (.FLAC, .MKV), PCM (.WAV, .MKV, .MP4, .MOV), AC3/EAC3 (.MKV,.MP4. .MOV, .AC3), DTS (.MKV, .MP4, .MOV), ALAC (.MKV, .MP4, .MOV, .M4A)
4K Video - H.265/HEVC (.MKV, .MP4, .MOV); VP9 (.MKV)