Your control panel builds your Roku channel. Roku asks one thing no other store does: the final package has to be made on a Roku. So you'll install the channel on your own Roku, try it on your TV, let the Roku package it, and upload that package to Roku. It takes about half an hour the first time.
Roku changes its website from time to time. If a button below has a slightly different name on your screen, pick the one that means the same thing.
Changed your Roku, or reset it? The Roku's browser page has a Rekey option that brings your key back from a package you made before, with that password.
Updating later: build Roku again in your control panel, install the new zip on your Roku, package it with the same key and upload it as a new version. New videos and stream changes show up in the app by themselves, without an update.