Colombia is a supported country. Roku sells devices there.
As others mentioned, functionality varies from country to country. There are apps that work in the UK but not in the US. There are apps that work in the US but not in Canada. And so on. And, yes, have them set up their Roku account in-country and link the device to their account.
Note that in the past, there have been issues with firmware from one country being used in another country, but Roku may have worked that issue out. Keep in mind, though, if issues arise.
Roku Community Streaming Expert
Note: I am not a Roku employee.
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