Most current generation Roku streaming players and Roku TVs support screen mirroring with notable exceptions listed below. To find the model of your Roku device, go to Settings > System > About.
Roku Express: Screen mirroring is supported on models 3930 and 3900, but not on model 3700.
Roku Express+: Screen mirroring is supported on models 3931 and 3910, but not on model 3710. On model 3910, screen mirroring is only supported on the HDMI output, and not on the composite, or A/V output.
As of 6/4/21 this information is no longer accurate/true, and mirroring (Miracast and AirPlay2) now works in composite output mode.