How to change the input on audiovox ve927 undercabinet tv?

I bought a ROKU streaming device so I could watch Netflix and others on my under cabinet TV, which came with only TV, AM/FM, and DVD. It does have A/V jacks (connectors) in the back of the unit, which I have connected to my ROKU. I powered on both devices and there is no ROKU screen as the manual says there ought to be.

I think I need to somehow change the input or source but after scrolling through all the menus I can find on the Audiovox, I can't find how to change the source. I wondered if it was "old school" like TVs used to be, where I had to have it on channel 3, but it doesn't allow me to manually change the channels, only automatically scan through the channels for a signal (which I tried in both Air and CATV modes but to no avail.)

There isn't a switch on the back to change inputs either, and the only thing it says in the manual is how to connect an external device, not how to actually use what you've connected.

If you have had success with one of these situations, a streaming player with a 9inch undermount tv, I would love your insight. Thank you.