Your 3820 should have come with a power cord with a large bump in it that looks like this:
The stick itself has no built-in WiFi receiver. That bump is the WR002 Long Range Wireless Receiver that is built into the USB power cord.
You must use this cord to power your Streaming Stick. If instead you use a normal USB cord without the built-in WR002, your Stick will have no WiFi capabilities for connecting to the internet, nor will your remote work since it connects via WiFi-direct. The small connector at one end plugs into the stick, the large connector at the other end plugs into a USB source.
Note that the USB ports on many TVs do not provide enough current to power your Roku reliably. It is recommended that you plug the large USB-A end into the included USB power adapter connected to your house power.
If you have it connected correctly, and you still get the "Wireless Receiver not detected" message, you may have a defective stick or WR002. If purchased locally, I'd suggest packing it back up and returning it in exchange for a new one.
If purchased from Roku, here are Roku's warranty claim instructions: https://support.roku.com/article/208757058
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X