If you bought a remote with no pairing button, then this is an infrared remote (IR) that requires a direct line of sight between the remote and the Roku. Be sure the front face of the Roku is facing out into the room and that nothing is blocking visual access to the front.
You can use a digital camera, even one built into a phone, to check whether the remote is actually outputting an IR signal. Point it at the camera lens and press buttons on the remote. You should be able to see the flash from the remote on the camera screen.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X