@JTE
Let's use this Roku Support Article to setup the Roku Express 4k+ to setup your Roku Express 4k+. (then we are on same page when mentioning which steps are not working.)
https://support.roku.com/article/1500004688162
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When you say TV programs are playing, sounds like you mean your TV is playing OTA/antenna programs and you are not seeing the Roku Setup or Home Screen. Try using your TV remote (not the Roku remote), and selecting the HDMI port that the Roku device is plugged into. (look for a button on your remote that says Input or similar).
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102