How to use Plex app or Plexamp to play music on home stereo

You need a true Plex client that is connected to the amp. Then you can use Plex companion.
https://support.plex.tv/articles/categories/features/casting-flinging-remote-control/

If your Roku still has analog audio jacks, you could connect it to the amp.

If you have a raspberry pi lying around, you could use this: Plexamp for Raspberry Pi Release Notes