Is the Peloton app available on the Roku Express?
Per this Peloton page:
System Compatibility & Digital market: US, UK, & CA:Compatible with Roku Stick, Roku TV HD, & Roku 4k (gen. 3 and up).
Roku menu path Settings/System/About will show you your Roku model and model number.
This Wikimedia chart will show you the generation of your Roku model number.