The Roku boxes (and sticks) are just a platform from which you access streaming services such as Netflix, Amazon Prime, Hulu, etc. Those services offer movies and TV shows 'on demand'- some free, some are pay-per-view.
There are other new streaming services that offer live TV streaming like Sling TV, Hulu Live TV , Directv Now, YouTubeTV. Most have access to sports channels like ESPN and FoxSports, but you will need to check to see if the streaming service offers the channels you want. Those services range from $20- $60/month depending which bundle you choose.
Some offer access to local sports channels, but that is hit and miss. You will need to check that out on their website.
Many of the regular TV channels (CBS, ABC, NBC, FOX) are available with an OTA antenna through your TV for free. This is dependent on your reception/antenna, and if your TV accepts an OTA connection-- not all do.
Most of the streaming services allow watching on different screens like laptops, iPads or smart phones. You will need to check this out on their websites. Also check out how many screens can be used at one time, as this varies from service to service and bundle to bundle.