On your computer you highlight a title on prime page, there should be a plus sign ( + ), if the title is already in your watchlist there would a minus sign ( - ) instead.
On you Roku, in the prime app you go to "your stuff" along the left edge. That's where you would find four categories, Movie Watchlist, Tv Watchlist, Movie Purchases & Rentals, and Tv Purchases & Rentals.
Of course, make sure you're on the same Profile on both the computer and your Roku. It should be colored circle with person icon in it.
Edmund
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