Is it possible to get Fox News Channel on Apple TV on a Roku TV?

The Apple TV app on Roku provides access to

• iTunes Store movies and TV shows (buy or rent);
• Apple TV+ channel featuring Apple Originals, by subscription;
• other premium Apple TV app Channels, each by subscription.

The Apple TV app on Roku does not bring apps for the Apple TV box to other devices. You will have to choose from the apps available in the Roku Channel Store.

Apple TV app vs. Apple TV box - Apple Community

You can get it directly through Roku.

https://channelstore.roku.com/search/fox

Only if it's available through Roku