Place the Roku box on your TV or entertainment center and plug it into the wall outlet. Connect the box to your TV with the included AV or HDMI cable. Insert the included batteries into the Roku remote. Turn on the Roku and the TV. Press the Input or Source button on the TV remote until the Roku menu appears.Follow the instructions until the wireless setup screen appears. Use the remote to select your network and input your Wi-Fi network access code, then press next.. Turn on your computer and log in.onnect the box to your TV with the included AV or HDMI cable. Insert the included batteries into the Roku remote. Turn on the Roku and the TV. Press the Input or Source button on the TV remote until the Roku menu appears. Follow the instructions until the wireless setup screen appears.