jredmon23....
It is true that Netflix does not offer downloading.
However, if you have a good Windows PC you can use an application called PlayOn Plus to download programs and stream them later from your PC to your Roku.
A couple of cautions. Your PC needs to have the power to handle the streaming and the hard drive capacity to handle the files. And second, I use a wired gigabit network and it works great to my smart TV, so I don't know how well it would work if you try to use wifi or how well it will work with Roku.
And one more caution... be careful what resolution you use.... this kind of stuff can eat data allowance like a starving animal if you are not careful....
Check out their product here.... costs $70 for a lifetime subscription....
https://www.playon.tv/