Has this Roku ever been set up and linked to your Roku account? Only Rokus that already have been activated can use the hotel/dorm connection feature.
If it has NOT already been set up and linked, and if you have a phone with WiFi hotspot capabilities, you can initially set up your Roku and link to your account via the hotspot.
It may be necessary to do a factory reset to initiate the setup process anew. [If you have established control via the remote, use menu path Settings > System > Advanced system settings > Factory reset. If not, while powered up, press and hold the reset button on the Roku for at least 30 seconds].
Once the setup and linking is accomplished, you could then shut down the hotspot and try the hotel/dorm setup again.
This Roku page explains the hotel/dorm process: https://support.roku.com/article/215058118
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