Modern cameras and phones can record information about the image in embedded EXIF (EXchangeable Image File) data - picture orientation is one such piece of EXIF data. Some image display programs, including those built into operating systems, read and use this EXIF information, many do not. In my experience, Roku's Media Player does not.
I have found it necessary to adjust the image files themselves so the pixel arrangement in the file agrees with the EXIF orientation. I use a freeware Windows program called Irfanview. A web search for "exif orientation utility" should provide a number of programs you can use for this with your operating system. Try to find one that does lossless transformation to avoid reduction of image quality.
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