Click on your Video, then click "Settings". From there's you'll see a list of Basic, Privacy, Collections, Embed etc... click on Video File, and the links will be at the bottom. They should appear something like:
https://player.vimeo.com/external/21345 ... ile_id=164I think on the backend the shorter url (ie vimeo.com/1234567) just redirects to the hard url, which is why vimeo & YT won't work well with Roku. That's what I heard at least.