Expanding on the reply from @AvsGunnar :
The Roku app on a phone can only be used with Rokus that are already connected to your home network, so you have to use a method other than the Roku app when you need to set up a net connection.
Normally a remote compatible with your Roku model is used to set up the Roku's net connection. This is by far the simplest and best method.
Report back with your Roku model (and model number if you have it) and we can advise you on which remote you need. Settings/System/About will give you this information.
You will need all of these:
-- A Roku that is still set up for its prior network. If it was no longer connecting to that network when you shut it down, if you have cleared its network settings, or if you have done a factory reset, your only recourse is to use a compatible physical remote to set the Roku network connection up.
-- Knowledge of the network name (SSID) and password that the Roku is currently configured to use.
-- Access to your current router's control panel. If you don't have this access, scroll down to the third method.
-- A phone or other mobile device with the Roku app (not TheRokuChannel app) installed.
If you have ALL of the above:
Go into your router's control panel and set your new network to use the same network name (SSID) and password as your previous network.
Pull the power plug on your Roku for a few seconds then plug it back in. When it boots up it should connect to your reconfigured net.
Now when you connect your phone/tablet to this same net you should be able to use the Roku app to control your Roku once again.
(I successfully used this method recently when bringing a Roku from home to a timeshare. I needed to configure the Roku for the timeshare's wifi network, but found the remote's batteries were dead, rendering it useless.)
This method is more complicated, but if you really need it …
In addition to a Roku still configured for its prior network and knowledge of the prior network's SSID and password as listed for method two, you'll also need:
-- A mobile phone with WiFi hotspot capabilities.
-- A second WiFi-equipped mobile device, either a phone or tablet, with the official Roku (not TheRokuChannel) app installed.
If you have all these things, here's how you do it:
1.) Configure the WiFi hotspot on your mobile phone to use the same network name (SSID) and password from the former network that the Roku is currently configured to use. If your hotspot can use the 5 GHz WiFi band, switch it to the 2.4 GHz band for compatibility with all Roku models.
2.) After you turn on this hotspot, pull the power plug on your Roku for a few seconds then plug it back in. When the Roku starts up it should connect to the hotspot and through the phone to the internet. You just won't be able to control the Roku yet.
3.) Connect your second device (phone or tablet) to the first phone's WiFi hotspot network.
4.) Now that this second device and your Roku are both connected to the same WiFi hotspot, you can run the Roku app on the second device to gain control of your Roku using the app's remote control capabilities.
5.) Using the app on the second device, set up the new network on the Roku, via Settings > Network > Set up network, using the new network's SSID and password.
6.) When the Roku connects to the new network, disconnect the second mobile device from the WiFi hotspot and connect it to the new network (SSID and password).
7.) You can now continue to use the Roku app on the second device to operate your Roku on the new network.
8.) The Roku is no longer connecting to your phone's WiFi hotspot, so you can shut that down. If you wish, you can also use the Roku app on this phone to control your Roku.
If you use method two or three I'd still suggest acquiring a compatible remote to make it possible to recover much more easily if your Roku ever drops its network connection and needs to be reconnected.
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