If it's one of the right models, you can rig it up for wired internet as described here:
https://support.roku.com/article/360058027813
As for setting up your Wi-Fi, that's usually done in your router, not your ISP. If you've never logged into it, it is probably already broadcasting Wi-Fi, and the default SSID and passphrase may be printed on the device. If not, you can log in and check them or set them. There is a good chance that the default login credentials to your router are "admin" and "password" (seriously.)
