I took the ROKU express back Home overseas ( Egypt), but it seems is not connecting to any streaming channels, the device is working with Netflix and Amazon channels and movies but nor with Roku channels or any other movies
Roku devices will work worldwide. However, the streaming providers may have geographical restrictions on where their content may be viewed. Devices that are purchased and set up in one country may not allow access to some content when you take the device to a different country. It isn't Roku that makes that restriction, it's the providers themselves. The Roku Channel is only available in the US and Canada, due to the licensing restrictions they have with the content owners.
Roku only provides support for devices in specific countries. There are no countries in Africa that are currently supported, which might be another reason content providers won't make their content available on Roku devices in some countries. You can see what countries are officially supported by Roku on their main home page (www.roku.com) and go to the bottom of the page where you can change the country.