This step may could depend on the model of your Insignia TV. The following applies to the Insignia 39" NS-39DR510NA17 . For the first time setup, press the Home button on the Roku remote and select the Antenna TV icon. Use the on-screen prompts to scan for channels.
For subsequent scans, press the Home button on the remote. Select the Settings icon. Navigate to Settings > TV Inputs > Antenna > Scan Again for channels. Select Start finding channels and use the on-screen prompts.
To watch TV, you can use the Antenna TV icon. Alternatively, change the TV source to Antenna TV from the TV Input list. Press the Back button on the Roku remote while watching any TV input (including the TV). You can also use the TV's Power/Input button. With the TV on, quickly press and release the Power button to see the Input list. Press and release the Power button as needed to navigate between available inputs.
The manual for the NS-39DR510NA17 is available on the product support page: https://www.insigniaproducts.com/pdp/NS-39DR510NA17/4863802
. The current link to the user guide in English is https://files.bbystatic.com/BY%2BJOWQWsBJ1tSWjNPcHnA%3D%3D/NS-39DR510NA17-CA17_17-0124_WEB_V4_EN_Final_lr.pdf
. Other Insignia TV manuals may be available from the manufacturer. Try searching at https://www.insigniaproducts.com/
for your model.
I hope this helps.