To expand on what Danny said. You don't "pair" the app on the phone to the device. It connects over your network via TCP/IP and controls it in that way. And that's all it does for the most part. You can play media on your phone to the Roku through the app, but you can't cast the screen.
The Roku doesn't see your phone because you're not pairing the phone to it. Roku remotes use a protocol called WiFi Direct, not Bluetooth or other wireless connection. There's no way to "pair" anything other than a Roku remote, and the Roku Speakers for a Roku TV.
Zoom doesn't offer a channel for Roku devices, so there's no native support. You can screen mirror a Windows 10 computer to a Roku using the "Project" function on the PC. There's no way to screen mirror an iOS/MacOS device. Some Android devices can cast the screen to a Roku, although it's been almost 3 years since I've played with one, so can't offer anything specific about that.
Dan
Roku Community Streaming Expert
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