Click the AirPlay icon inside these apps (it's the upward arrow pointing to either a rectangle or a concentric series of rings), and you can choose your Roku to send videos or audio across directly.

Although not nearly as straightforward as downloading the VPN app directly to your device ... Setting up a VPN on your Roku using a Wi-Fi hotspot on your Windows computer is essentially the same idea ...

Now it appears the Roku version of the app doesn't even manage to show me the Home screen, let alone even try to play anything. If it helps my Windows server is the latest one, or next to lastest.