Could you tell us who your internet service provider is? If it's Comcast or ATT, we would recommend changing your router settings for the 2.4 GHz band from g/n to b/g/n, as customers have stated that this helped resolve their issue.
What is the router model number and your ISP (internet service provider)? Also what is model number of Ultra. (Settings/System/About).
Initial test to check wireless capability of the Roku device is to try and connect to mobile hotspot if available. If able to connect to hotspot, then often just a network issue that needs to be addressed.
Provide some details, what is occuring. Also some error messages should be being produced (14.30 or 14.40, etc).
Ensuring your 2.4 ghz band is configured to use b/g/n wireless mode as suggested by @RokuKariza-D should at least get your Ultra connected to the 2.4ghz band if this band is enabled and broadcasting.
Roku Community Streaming Expert Just another Roku user... I am not a Roku employee. Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102