The Roku does not have an integrated application, so it will not load the unit on it's own. Once you have that Roku channel up and running, you can open up the application on your mobile device and then click the casting icon to stream the unit from that device to the Roku. The mobile device and the Roku have to be connected to the same network in order for the casting icon to show. It looks like a little TV or Square with a Wi-Fi wave coming out of the corner.
I hope this helps!