The Roku app on a phone or tablet can only connect to a Roku that is already set up on the same local network as the mobile device is using. This means the Roku app on a mobile device cannot be used to set up a new net connection for the Roku device.
You'll need to have a remote compatible with your Roku model to set up your connection to the new network/password.
You didn't mention what Roku model you have.
All Roku devices other than Roku sticks will respond to a shared set of infrared (IR) commands so any cheap universal remote you find at Walmart or a dollar store that says it is compatible with Roku will work as long has you have a direct line of sight to the Roku. Or you can buy the "Simple Remote" from Roku on this page https://www.roku.com/products/accessories/player#Remotes
Roku sticks are usually out of sight behind the tv and so do not use IR. For Roku sticks you will need a "point anywhere" Roku remote connecting via radio frequencies (RF through Wifi-direct). See https://www.roku.com/products/accessories/streaming-stick#Remotes or search on Ebay or Amazon for a remote for your Roku model number. Purple Roku sticks (model 3500) have long been out of production and require a unique remote that, sadly, is no longer available.
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T
You'll need the actual remote to connect your Roku device to your wireless network. The Roku mobile app will not work since it needs to be connected to the same network as the Roku device, which is not currently connected to your network.