All Roku players support a free channel called Roku Media Player. This will stream via the DLNA protocol from any compatible server. Windows has a built-in DLNA server, called Windows Media Sharing. If all of your media is in a supported container and has supported codecs, that is the simplest (and no cost) way to accomplish it. However, Windows has some limitations, in that it doesn't transcode unsupported media very well, and you have no control over how the media is displayed on a player. For more control of your media display, as well as better comparability with a wider variety of media, there are many other options available. Many are free, while some either have paid versions with more features or don't offer a free version at all. Some might have dedicated Roku channels of their own (Plex and Emby off the top of my head).
.
For other alternates, look at Plex, Emby, Serviio, JRiver, MediaMonkey, and many others. Some are easy to configure and don't require a lot on skill to install and set up (Plex is good for that), while others might be easy to initially install but benefit from some knowledge of more advanced areas for better configuration. Serviio is one that is easy to setup and use, but with more potential for experienced users to "tweak under the hood". As I said, there are many others, but I don't have much experience with them, so offer no specific recommendations. Disclaimer: I am a forum admin for Serviio, and provide user support with Roku players. But I have no financial ties with them, just a regular end user.
Dan
Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.