The Express 3930 is a WiFi-only model that has no Ethernet port.
More recent Express models 3940 and higher can use a separately purchased Ethernet-to-USB adapter to feed both power and Ethernet to the Roku's USB port. See this Roku page for more information: https://support.roku.com/article/360058027813
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X
