The "Cast" feature on your Android phone will only show up (display available devices) when compatible, castible content is available for the Roku (ie. Youtube and Netflix, some others).
If you play a Youtube video on your phone, you should be able to "Cast to TV" from within the Youtube video, or go to the Android's "Cast" setting and should see an available TV to connect to (all need to be on same network as you indicated).
If you want to be able to Cast all available web-content (not just chromecast compatible) to your Roku, then look at the various web casting apps in the Play Store. I use the free versions of "Web Video Cast", Castify/Rokify, and "Video & TV Cast for Roku".