Roku players can't display live TV by themselves, so there's no TV program guide. There are a few network tuners that have apps for Roku, and those apps would have the program guide within that channel. But that requires a different piece of hardware that Roku doesn't offer.
A Roku TV does have a TV program guide, but that's because it has an OTA tuner. Roku players have no such tuner.
Dan Ultra (4640), Ultra (4670), Ultra (4800), 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.