The Roku client is available as a private channel only, not through the channel store. To install it, go here: https://owner.roku.com/add/Plex
We also have a second channel used for beta testing here: https://owner.roku.com/add/PlexBeta. We use this to testing new features and bug-fixes, to ensure that things are stable before we issue a new release. If you experience a bug on the main channel, please try the beta channel before creating a new thread; there's no sense in reporting an issue that's already been fixed.
Once you have the channel added on the Roku website, go to the channel store on your Roku device, and then exit it. This will force-check for updates and pull down the new channels. This is also what you can do if you want to check to see if the channel has been updated. (From 1.6 onwards, the preferences screen inside the channel will also show the version number.) Note that the Roku will update the channel within 24 hours of us pushing a new version to them, but this is a quick way if you know we've done so (like if one of us pushes out a fix to the beta channel, for example).
You'll also need a Plex Media Server (PMS) running on your local network. If you are planning to play Plex channels on your Roku, make sure to disable compatibility checking on your PMS. This is done by going to the PMS web interface, like:
Then going to Preferences, then Advanced, checkmark "Disable capability checking", and click Done. This is necessary because not all channels are fully supported and play well with capability checking.
--Jonny and the Plex Roku Team