How far into Settings->Network->Set up connection did you get? Are there any error codes or messages? You say "4 Roku" - is that a "Roku 4"? What's the model number displayed under Settings->System->About?
I doubt you were speaking to Roku support. They don't have a phone number to call. Be very wary of scammers telling you they can fix your problem for money or that you have to pay for some upgrade that will supposedly fix your problem.
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