For most users, when adding a channel to their Roku the journey begins on the Roku home screen. The sixth selection below Home should be "Streaming Channels". Heading right from there (using the North, South, East and West control in the remote; in this case, east) you should see a new column beginning with "Featured", flowed by New, Most Popular, Top Free, Roku Recommends, and so on.
Since AMC for me was the most recent we'll use this channel as an example. Highlight and select it by clicking "OK" on your Roku remote. Next option on screen is to "Add Channel". Hit "OK" on Roku remote. There will then appear an additional window on your screen showing the status of the addition process. When finished the window will read "Channel Added". You will see a prompt to press "OK"; do that on your Roku remote. That additional window will now disappear. You should see "Go To Channel" highlighted by default on screen. Press "OK" on your Roku remote. At this point AMC logo (as in this example, or the logo of whichever channel you choose will appear on screen) should populate the screen and perhaps display thumbnails of current TV shows.
Keep in mind that you have not as yet activated the added channel at this point.
Top right of the Roku screen should read "Search & Options", followed by an asterisk (*), which corresponds with the asterisk (*) on your Roku remote. Press that key.
You may see "Search" or "Options" as onscreen choices. Select "Options" and press "OK" on Roku remote. You will be brought to a new screen.
Again, using AMC as the example in this tutorial, the new screen will have multiple choices. Find and select "TV Provider". In the case of AMC I arrowed right (east, or 3o'clock position on the Roku remote) to select "TV Provider Log In". Press "OK" on Roku remote.
A new screen is populated showing the recommended website to navigate to as well as additional instructions for once you get to that site. It also includes a multiple-character Activation Code.
In a preferably new or different browser tab enter the suggested activation web address (most will be, for instance, amc.com/activate). Once loaded the page will provide a blank area where you enter the activation code provided you earlier.
A new screen will display several providers. Select yours (Cox, in this scenario). At this point you should be directed to a Cox log on page. After successfully signing in, and after a short while (depending on your internet speed) the page for the channel you added will appear with a greeting, welcome or "Success" message on it.
This process is pretty much the same for every channel you add on a Roku. Note that at no time have you ever gone to or been directed to Roku's webpage.
As mentioned, the above process is universal for all users who wish to add channels to their Roku selection screen. I have an added step which has saved me much time and effort. If you already have one installed on your phone or device it shouldn't be too difficult. I'm referring to a password manager. Once I've selected by TV provider and clicked "OK" the screen will change to that of (in this case) Cox' log on page. Since the password provider I have installed on my computer has been set up to automatically log on to Cox it not only eliminates my having to type in user and password data, but fills out both fields rather quickly. Total time on the Cox log in page is less than a couple of seconds.
Again, the password manager step is what works for me as the only deviation to the above process. Besides the added and obvious convenience as demonstrated by adding channels to your Roku it's immeasurably useful in terms of personal internet security and privacy.