You can find your Roku model numbers from Settings/System/About on your device(s).
The newer Roku Express (3960) and the Roku Express 4k/4k+ (3940/3941) can be made ethernet-capable via a USB-ethernet adapter.
Previous models of the Roku Express models cannot.
An older version of the Roku Premiere+ (4630) did come equipped with an ethernet port, but the relatively newer, though discontinued Roku Premiere/Premiere+ (3920/3921) models do not have the ethernet port.
Otherwise, Roku Ultra and Ultra LT models come equipped with built-in ethernet ports.
Since Roku often repurposes model names, it is better to provide and research the model numbers when researching its capabilities/lack of capabilities.
https://support.roku.com/article/360058027813 (USB ethernet compatibility)
https://www.roku.com/products/compare (compare Roku models and features)
I replied to this thread a few years ago. What I discovered was my ethernet port on my Roku was so poorly manufactured the pins were not in the correct slots. I gave up trying to get it direct connected, but the Wifi connection has been solid and I have not had any problems.
I think we need more information on your wired Roku Connection. I assume you have phone company provided router that gives you access to the internet. Do you have other devices that are able to connect to the internet thru that router? How is the Roku connected to that router. How did you configure your Roku to acess the router?